+384.8%
SIMO vs EXPD
+304.0%
+80.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.4% | +5.2% |
| 7D | -22.0% | -7.2% | -14.8% | -19.0% |
| 30D | -43.0% | -3.3% | -39.8% | -42.0% |
| 3M | -39.1% | +3.4% | -42.5% | -39.9% |
| 6M | -33.3% | +22.7% | -56.0% | -39.3% |
| YTD | +77.0% | +24.5% | +52.4% | +57.8% |
| 1Y | +73.0% | +38.6% | +34.4% | +46.4% |
| 3Y | +215.7% | +71.5% | +144.2% | +137.1% |
| 5Y | +155.6% | +56.2% | +99.4% | +96.8% |
| All | +384.8% | +304.0% | +80.8% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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