+408.0%
SIMO vs EXEL
+445.6%
-37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.3% |
| 7D | -8.5% | +2.3% | -10.8% | -8.6% |
| 30D | -34.8% | +19.8% | -54.7% | -36.4% |
| 3M | -32.8% | +32.7% | -65.5% | -35.4% |
| 6M | -32.0% | +49.0% | -81.0% | -36.0% |
| YTD | +87.0% | +63.7% | +23.3% | +73.5% |
| 1Y | +86.1% | +75.8% | +10.3% | +70.8% |
| 3Y | +226.4% | +241.3% | -14.9% | +168.1% |
| 5Y | +172.1% | +289.0% | -116.9% | +116.3% |
| 10Y | +408.0% | +377.6% | +30.4% | +301.5% |
| All | +408.0% | +445.6% | -37.5% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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