+408.0%
SIMO vs ARWR
+921.6%
-513.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -15.3% | +21.0% | +7.6% |
| 7D | -8.5% | -17.3% | +8.9% | -6.5% |
| 30D | -34.8% | -21.5% | -13.3% | -33.0% |
| 3M | -32.8% | -43.8% | +11.0% | -28.2% |
| 6M | -32.0% | -32.3% | +0.2% | -29.1% |
| YTD | +87.0% | -25.8% | +112.9% | +91.8% |
| 1Y | +86.1% | +25.5% | +60.6% | +78.3% |
| 3Y | +226.4% | +84.1% | +142.3% | +185.6% |
| 5Y | +172.1% | -39.2% | +211.4% | +158.1% |
| 10Y | +408.0% | +1,072.4% | -664.4% | +259.4% |
| All | +408.0% | +921.6% | -513.6% | +259.4% |
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