+306.7%
SIMO vs AU
+688.4%
-381.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +2.0% |
| 7D | +14.5% | +0.6% | +13.9% | +14.4% |
| 30D | +20.4% | +12.3% | +8.1% | +19.0% |
| 3M | +7.1% | +29.4% | -22.2% | +4.0% |
| 6M | +129.2% | +3.2% | +126.0% | +126.3% |
| YTD | +201.9% | +31.8% | +170.1% | +191.5% |
| 1Y | +235.5% | +83.4% | +152.1% | +215.7% |
| 3Y | +463.8% | +623.1% | -159.3% | +392.9% |
| 5Y | +306.7% | +700.5% | -393.8% | +244.7% |
| All | +306.7% | +688.4% | -381.7% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling