+384.8%
SIMO vs CP
+253.8%
+131.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.8% | +4.8% |
| 7D | -22.0% | +2.8% | -24.8% | -23.1% |
| 30D | -43.0% | +10.2% | -53.3% | -45.7% |
| 3M | -39.1% | +2.4% | -41.5% | -40.1% |
| 6M | -33.3% | +7.7% | -40.9% | -36.4% |
| YTD | +77.0% | +26.0% | +51.0% | +54.6% |
| 1Y | +73.0% | +34.6% | +38.4% | +46.2% |
| 3Y | +215.7% | +26.7% | +189.0% | +173.2% |
| 5Y | +155.6% | +24.9% | +130.7% | +117.2% |
| All | +384.8% | +253.8% | +131.0% | +151.3% |
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