+407.5%
SIMO vs ARWR
+1,055.7%
-648.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -16.0% | -17.7% | +1.7% | -14.2% |
| 30D | -35.8% | -21.9% | -13.8% | -33.9% |
| 3M | -26.5% | -44.5% | +18.0% | -21.3% |
| 6M | -33.0% | -32.6% | -0.4% | -30.1% |
| YTD | +84.3% | -26.2% | +110.5% | +89.2% |
| 1Y | +82.0% | +23.0% | +59.0% | +74.8% |
| 3Y | +218.5% | +81.8% | +136.7% | +179.1% |
| 5Y | +175.0% | -36.0% | +211.1% | +159.5% |
| 10Y | +407.5% | +1,039.5% | -632.0% | +259.3% |
| All | +407.5% | +1,055.7% | -648.1% | +259.3% |
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