+388.8%
SIMO vs ARMK
+131.4%
+257.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.1% | +2.7% | +1.4% | +3.4% |
| 30D | -24.0% | -1.5% | -22.5% | -23.3% |
| 3M | -31.8% | -11.6% | -20.2% | -29.3% |
| 6M | -36.9% | +6.7% | -43.6% | -37.7% |
| YTD | +84.8% | +47.4% | +37.4% | +67.2% |
| 1Y | +99.0% | +41.5% | +57.5% | +81.7% |
| 3Y | +217.9% | +95.5% | +122.4% | +166.6% |
| 5Y | +171.5% | +108.4% | +63.1% | +120.6% |
| All | +388.8% | +131.4% | +257.4% | +308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling