+417.8%
SIMO vs BR
+275.8%
+142.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | +14.9% | -1.3% | +16.1% | +15.2% |
| 30D | -27.0% | +13.7% | -40.7% | -29.8% |
| 3M | -25.4% | +13.8% | -39.2% | -28.9% |
| 6M | -30.3% | +29.7% | -60.0% | -37.6% |
| YTD | +95.8% | -12.6% | +108.4% | +103.9% |
| 1Y | +100.0% | -12.4% | +112.5% | +107.9% |
| 3Y | +238.3% | +14.1% | +224.1% | +207.9% |
| 5Y | +187.6% | +18.7% | +168.9% | +152.4% |
| All | +417.8% | +275.8% | +142.0% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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