+528.8%
SIMO vs CG
+345.5%
+183.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.3% | +6.9% |
| 7D | +14.6% | -1.3% | +15.9% | +15.0% |
| 30D | +6.2% | -3.2% | +9.4% | +7.0% |
| 3M | +3.6% | +6.2% | -2.7% | +0.6% |
| 6M | +130.8% | -4.7% | +135.4% | +132.0% |
| YTD | +195.8% | -20.6% | +216.4% | +214.4% |
| 1Y | +225.0% | -26.4% | +251.4% | +254.8% |
| 3Y | +452.3% | +55.4% | +396.9% | +352.7% |
| 5Y | +303.6% | +9.8% | +293.8% | +256.5% |
| 10Y | +528.8% | +341.4% | +187.4% | +226.2% |
| All | +528.8% | +345.5% | +183.2% | +226.2% |
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