+156.7%
SIMO vs CHD
+30.9%
+125.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +3.6% |
| 7D | -22.0% | +2.0% | -24.0% | -21.3% |
| 30D | -43.0% | +13.0% | -56.0% | -40.7% |
| 3M | -39.1% | +6.1% | -45.2% | -37.5% |
| 6M | -33.3% | +15.9% | -49.1% | -29.8% |
| YTD | +77.0% | +31.6% | +45.3% | +88.3% |
| 1Y | +73.0% | +28.5% | +44.6% | +83.9% |
| 3Y | +215.7% | +30.5% | +185.3% | +230.1% |
| All | +156.7% | +30.9% | +125.8% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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