+481.4%
SIMO vs COO
+48.2%
+433.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +9.1% |
| 7D | +4.2% | -2.2% | +6.5% | +4.8% |
| 30D | +4.1% | -7.0% | +11.1% | +5.9% |
| 3M | -12.9% | +12.2% | -25.1% | -17.4% |
| 6M | +110.3% | -15.1% | +125.5% | +118.8% |
| YTD | +178.6% | -15.1% | +193.7% | +189.9% |
| 1Y | +220.0% | +2.3% | +217.7% | +210.3% |
| 3Y | +409.0% | -23.7% | +432.7% | +432.3% |
| 5Y | +277.3% | -38.9% | +316.2% | +323.8% |
| All | +481.4% | +48.2% | +433.2% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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