+388.8%
SIMO vs ARWR
+1,024.2%
-635.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.8% |
| 7D | +4.1% | -17.8% | +22.0% | +6.4% |
| 30D | -24.0% | -18.1% | -5.8% | -22.2% |
| 3M | -31.8% | -44.2% | +12.4% | -27.0% |
| 6M | -36.9% | -38.6% | +1.8% | -33.4% |
| YTD | +84.8% | -28.0% | +112.9% | +90.3% |
| 1Y | +99.0% | +16.1% | +82.9% | +92.4% |
| 3Y | +217.9% | +84.0% | +134.0% | +178.3% |
| 5Y | +171.5% | -35.4% | +206.8% | +156.0% |
| All | +388.8% | +1,024.2% | -635.5% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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