+145.4%
SIMO vs EXPD
+52.5%
+92.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.5% | -9.9% | -12.6% |
| 7D | -31.4% | -4.8% | -26.6% | -29.8% |
| 30D | -45.2% | -1.5% | -43.6% | -44.6% |
| 3M | -36.5% | +4.1% | -40.6% | -37.3% |
| 6M | -34.2% | +24.0% | -58.2% | -39.4% |
| YTD | +69.9% | +27.4% | +42.5% | +53.1% |
| 1Y | +60.4% | +38.4% | +22.0% | +39.6% |
| 3Y | +203.1% | +73.2% | +129.9% | +136.8% |
| 5Y | +145.4% | +59.9% | +85.6% | +95.2% |
| All | +145.4% | +52.5% | +92.9% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling