+384.8%
SIMO vs ARWR
+906.2%
-521.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +4.0% |
| 7D | -22.0% | -2.9% | -19.1% | -21.7% |
| 30D | -43.0% | -5.4% | -37.6% | -42.6% |
| 3M | -39.1% | -32.2% | -6.9% | -36.3% |
| 6M | -33.3% | -26.5% | -6.8% | -31.1% |
| YTD | +77.0% | -12.4% | +89.4% | +78.3% |
| 1Y | +73.0% | +46.9% | +26.1% | +63.3% |
| 3Y | +215.7% | +116.0% | +99.8% | +172.8% |
| 5Y | +155.6% | -28.0% | +183.6% | +138.4% |
| All | +384.8% | +906.2% | -521.4% | +246.6% |
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