+388.8%
SIMO vs CG
+278.5%
+110.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -6.0% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -24.0% | +11.2% | -35.2% | -27.1% |
| 3M | -31.8% | -22.1% | -9.7% | -26.1% |
| 6M | -36.9% | -17.9% | -19.0% | -33.3% |
| YTD | +84.8% | -31.3% | +116.1% | +105.5% |
| 1Y | +99.0% | -24.0% | +123.0% | +113.0% |
| 3Y | +217.9% | +45.0% | +173.0% | +166.8% |
| 5Y | +171.5% | -22.6% | +194.1% | +172.4% |
| All | +388.8% | +278.5% | +110.3% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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