+434.6%
SIMO vs EXEL
+354.7%
+79.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.2% | +8.5% | +8.6% |
| 7D | +0.9% | -2.8% | +3.7% | +1.4% |
| 30D | -25.4% | +18.2% | -43.6% | -27.0% |
| 3M | -17.8% | +37.7% | -55.5% | -21.3% |
| 6M | -29.6% | +42.2% | -71.8% | -33.2% |
| YTD | +100.3% | +61.3% | +39.0% | +86.2% |
| 1Y | +100.4% | +64.5% | +35.9% | +85.7% |
| 3Y | +246.1% | +236.7% | +9.4% | +184.8% |
| 5Y | +189.8% | +296.3% | -106.5% | +129.8% |
| 10Y | +434.6% | +331.1% | +103.5% | +324.4% |
| All | +434.6% | +354.7% | +79.9% | +324.4% |
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