+388.8%
SIMO vs EXPD
+335.0%
+53.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +4.1% | +5.5% | -1.4% | +1.7% |
| 30D | -24.0% | -0.8% | -23.2% | -23.3% |
| 3M | -31.8% | +4.1% | -35.9% | -32.9% |
| 6M | -36.9% | +25.7% | -62.6% | -43.2% |
| YTD | +84.8% | +31.4% | +53.4% | +60.9% |
| 1Y | +99.0% | +42.2% | +56.8% | +66.7% |
| 3Y | +217.9% | +77.2% | +140.8% | +135.3% |
| 5Y | +171.5% | +61.0% | +110.5% | +106.5% |
| All | +388.8% | +335.0% | +53.8% | +126.5% |
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