+187.3%
SIMO vs COMP
-52.0%
+239.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.7% | -6.6% | +3.2% |
| 7D | -22.0% | +13.4% | -35.4% | -23.0% |
| 30D | -43.0% | +11.1% | -54.1% | -43.7% |
| 3M | -39.1% | -18.8% | -20.3% | -38.2% |
| 6M | -33.3% | +10.5% | -43.8% | -34.7% |
| YTD | +77.0% | -3.4% | +80.4% | +73.7% |
| 1Y | +73.0% | +19.7% | +53.3% | +65.8% |
| 3Y | +215.7% | +381.6% | -165.9% | +152.7% |
| 5Y | +155.6% | -17.6% | +173.2% | +147.1% |
| All | +187.3% | -52.0% | +239.2% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling