+270.1%
SIMO vs CG
+10.1%
+260.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.3% |
| 7D | +4.2% | -4.3% | +8.5% | +5.8% |
| 30D | +4.1% | -5.1% | +9.2% | +5.6% |
| 3M | -12.9% | +8.7% | -21.5% | -15.9% |
| 6M | +110.3% | -9.2% | +119.6% | +115.3% |
| YTD | +178.6% | -18.9% | +197.4% | +193.6% |
| 1Y | +220.0% | -25.6% | +245.6% | +247.6% |
| 3Y | +409.0% | +57.3% | +351.8% | +327.9% |
| All | +270.1% | +10.1% | +260.0% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling