+434.6%
SIMO vs CPB
-40.1%
+474.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +8.5% |
| 7D | +0.9% | -4.1% | +5.0% | +0.4% |
| 30D | -25.4% | +16.9% | -42.3% | -23.7% |
| 3M | -17.8% | -0.6% | -17.2% | -17.0% |
| 6M | -29.6% | +11.4% | -40.9% | -28.3% |
| YTD | +100.3% | -14.8% | +115.1% | +102.8% |
| 1Y | +100.4% | -24.8% | +125.1% | +102.4% |
| 3Y | +246.1% | -36.6% | +282.7% | +248.2% |
| 5Y | +189.8% | -33.3% | +223.1% | +190.1% |
| 10Y | +434.6% | -40.4% | +475.0% | +443.4% |
| All | +434.6% | -40.1% | +474.7% | +443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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