+2,101.2%
SIMO vs CHD
+1,472.8%
+628.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.6% |
| 7D | -22.0% | +2.0% | -24.0% | -22.5% |
| 30D | -43.0% | +13.0% | -56.0% | -45.1% |
| 3M | -39.1% | +6.1% | -45.2% | -40.5% |
| 6M | -33.3% | +15.9% | -49.1% | -37.0% |
| YTD | +77.0% | +31.6% | +45.3% | +59.9% |
| 1Y | +73.0% | +28.5% | +44.6% | +57.2% |
| 3Y | +215.7% | +30.5% | +185.3% | +176.8% |
| 5Y | +155.6% | +30.7% | +124.9% | +118.0% |
| 10Y | +388.4% | +184.2% | +204.1% | +162.1% |
| All | +2,101.2% | +1,472.8% | +628.4% | +424.1% |
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