+384.8%
SIMO vs COO
+41.2%
+343.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.6% |
| 7D | -22.0% | +4.7% | -26.7% | -23.1% |
| 30D | -43.0% | +13.9% | -56.9% | -45.3% |
| 3M | -39.1% | -14.9% | -24.2% | -37.2% |
| 6M | -33.3% | +2.0% | -35.3% | -36.0% |
| YTD | +77.0% | -23.9% | +100.9% | +87.9% |
| 1Y | +73.0% | -9.6% | +82.6% | +72.3% |
| 3Y | +215.7% | -25.4% | +241.2% | +226.0% |
| 5Y | +155.6% | -41.2% | +196.8% | +184.2% |
| All | +384.8% | +41.2% | +343.6% | +335.8% |
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