+528.8%
SIMO vs ARWR
+1,075.6%
-546.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.3% |
| 7D | +14.6% | +2.9% | +11.7% | +14.2% |
| 30D | +6.2% | -2.9% | +9.1% | +6.5% |
| 3M | +3.6% | +15.2% | -11.7% | +1.6% |
| 6M | +130.8% | +42.3% | +88.5% | +120.4% |
| YTD | +195.8% | +28.2% | +167.6% | +184.9% |
| 1Y | +225.0% | +213.2% | +11.8% | +180.6% |
| 3Y | +452.3% | +184.6% | +267.7% | +359.4% |
| 5Y | +303.6% | +29.2% | +274.4% | +251.8% |
| 10Y | +528.8% | +1,012.5% | -483.8% | +341.2% |
| All | +528.8% | +1,075.6% | -546.8% | +341.2% |
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