+434.6%
SIMO vs ARWR
+1,021.8%
-587.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +7.9% | +8.6% |
| 7D | +0.9% | -19.9% | +20.9% | +3.6% |
| 30D | -25.4% | -18.7% | -6.7% | -23.6% |
| 3M | -17.8% | -44.7% | +26.9% | -11.9% |
| 6M | -29.6% | -36.5% | +7.0% | -26.0% |
| YTD | +100.3% | -25.7% | +126.0% | +105.4% |
| 1Y | +100.4% | +18.9% | +81.4% | +93.2% |
| 3Y | +246.1% | +83.1% | +163.0% | +202.9% |
| 5Y | +189.8% | -34.9% | +224.7% | +173.0% |
| 10Y | +434.6% | +1,080.9% | -646.3% | +276.7% |
| All | +434.6% | +1,021.8% | -587.2% | +276.7% |
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