+409.6%
SIMO vs CP
+261.0%
+148.6%
-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 | -8.2% | +2.8% | -10.9% | -9.3% |
| 30D | -34.6% | +11.3% | -45.9% | -37.9% |
| 3M | -32.6% | +2.9% | -35.5% | -33.8% |
| 6M | -31.8% | +9.8% | -41.6% | -35.5% |
| YTD | +87.6% | +28.5% | +59.1% | +62.6% |
| 1Y | +86.7% | +33.5% | +53.2% | +58.8% |
| 3Y | +227.4% | +31.9% | +195.5% | +178.6% |
| 5Y | +173.0% | +25.5% | +147.5% | +132.0% |
| 10Y | +409.6% | +257.6% | +152.1% | +161.8% |
| All | +409.6% | +261.0% | +148.6% | +161.8% |
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