+579.5%
SIMO vs BG
+160.3%
+419.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +14.5% | +0.5% | +14.0% | +14.4% |
| 30D | +20.4% | +10.3% | +10.1% | +18.1% |
| 3M | +7.1% | -1.9% | +9.0% | +7.2% |
| 6M | +129.2% | +5.2% | +124.0% | +125.2% |
| YTD | +201.9% | +41.2% | +160.8% | +178.2% |
| 1Y | +235.5% | +50.5% | +185.0% | +203.9% |
| 3Y | +463.8% | +19.9% | +443.9% | +429.7% |
| 5Y | +306.7% | +86.7% | +220.0% | +230.3% |
| 10Y | +579.5% | +167.5% | +412.0% | +356.1% |
| All | +579.5% | +160.3% | +419.1% | +356.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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