+270.1%
SIMO vs CHD
+23.9%
+246.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | -2.7% | +6.9% | +3.5% |
| 30D | +4.1% | -4.6% | +8.7% | +3.0% |
| 3M | -12.9% | +5.0% | -17.9% | -11.6% |
| 6M | +110.3% | -3.2% | +113.6% | +112.0% |
| YTD | +178.6% | +18.6% | +159.9% | +186.3% |
| 1Y | +220.0% | +4.8% | +215.2% | +226.7% |
| 3Y | +409.0% | +6.1% | +402.9% | +416.3% |
| All | +270.1% | +23.9% | +246.2% | +286.6% |
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