+408.0%
SIMO vs CP
+261.0%
+147.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.9% |
| 7D | -8.5% | +2.8% | -11.2% | -9.6% |
| 30D | -34.8% | +11.3% | -46.2% | -38.1% |
| 3M | -32.8% | +2.9% | -35.7% | -34.0% |
| 6M | -32.0% | +9.8% | -41.8% | -35.7% |
| YTD | +87.0% | +28.5% | +58.5% | +62.1% |
| 1Y | +86.1% | +33.5% | +52.6% | +58.3% |
| 3Y | +226.4% | +31.9% | +194.5% | +177.7% |
| 5Y | +172.1% | +25.5% | +146.6% | +131.3% |
| 10Y | +408.0% | +257.6% | +150.4% | +161.0% |
| All | +408.0% | +261.0% | +147.0% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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