+2,233.7%
SIMO vs CHD
+1,501.3%
+732.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.3% |
| 7D | -8.2% | +0.8% | -8.9% | -8.4% |
| 30D | -34.6% | +13.5% | -48.1% | -36.9% |
| 3M | -32.6% | +8.1% | -40.8% | -34.4% |
| 6M | -31.8% | +19.9% | -51.7% | -36.2% |
| YTD | +87.6% | +34.0% | +53.6% | +68.8% |
| 1Y | +86.7% | +29.8% | +56.9% | +69.4% |
| 3Y | +227.4% | +28.7% | +198.7% | +189.2% |
| 5Y | +173.0% | +31.8% | +141.2% | +132.8% |
| 10Y | +409.6% | +178.2% | +231.4% | +178.8% |
| All | +2,233.7% | +1,501.3% | +732.4% | +453.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling