+3,365.1%
SIMO vs AU
+289.8%
+3,075.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.3% | +11.0% | +9.0% |
| 7D | +4.2% | -3.6% | +7.9% | +4.7% |
| 30D | +4.1% | +23.9% | -19.8% | +0.9% |
| 3M | -12.9% | +19.1% | -32.0% | -15.2% |
| 6M | +110.3% | -0.2% | +110.5% | +107.9% |
| YTD | +178.6% | +32.5% | +146.1% | +164.5% |
| 1Y | +220.0% | +96.9% | +123.0% | +187.7% |
| 3Y | +409.0% | +614.7% | -205.7% | +278.5% |
| 5Y | +277.3% | +647.7% | -370.4% | +170.4% |
| 10Y | +506.6% | +679.2% | -172.6% | +293.3% |
| All | +3,365.1% | +289.8% | +3,075.2% | +2,015.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling