+515.5%
SIMO vs CP
+220.9%
+294.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | -2.7% | +6.9% | +5.4% |
| 30D | +4.1% | +0.2% | +3.9% | +4.1% |
| 3M | -12.9% | +2.6% | -15.4% | -14.5% |
| 6M | +110.3% | +6.0% | +104.4% | +102.3% |
| YTD | +178.6% | +24.9% | +153.6% | +146.0% |
| 1Y | +220.0% | +20.1% | +199.9% | +187.9% |
| 3Y | +409.0% | +16.4% | +392.6% | +361.1% |
| 5Y | +277.3% | +31.7% | +245.6% | +212.6% |
| All | +515.5% | +220.9% | +294.6% | +221.3% |
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