+417.8%
SIMO vs CG
+274.5%
+143.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -0.8% |
| 7D | +14.9% | -1.5% | +16.4% | +15.4% |
| 30D | -27.0% | +5.7% | -32.7% | -28.6% |
| 3M | -25.4% | -17.9% | -7.5% | -20.7% |
| 6M | -30.3% | -20.2% | -10.1% | -25.6% |
| YTD | +95.8% | -32.0% | +127.8% | +118.5% |
| 1Y | +100.0% | -27.0% | +127.0% | +117.5% |
| 3Y | +238.3% | +42.8% | +195.5% | +185.5% |
| 5Y | +187.6% | -23.4% | +211.0% | +189.7% |
| All | +417.8% | +274.5% | +143.2% | +198.5% |
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