+417.8%
SIMO vs AU
+832.2%
-414.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -1.9% |
| 7D | +14.9% | -1.1% | +15.9% | +15.0% |
| 30D | -27.0% | -4.4% | -22.6% | -26.7% |
| 3M | -25.4% | -10.0% | -15.4% | -24.8% |
| 6M | -30.3% | -14.5% | -15.8% | -29.7% |
| YTD | +95.8% | +6.4% | +89.4% | +93.5% |
| 1Y | +100.0% | +7.7% | +92.4% | +97.5% |
| 3Y | +238.3% | +514.1% | -275.9% | +199.5% |
| 5Y | +187.6% | +386.5% | -199.0% | +154.4% |
| All | +417.8% | +832.2% | -414.4% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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