+270.1%
SIMO vs EXPD
+61.6%
+208.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.4% |
| 7D | +4.2% | -1.1% | +5.4% | +4.7% |
| 30D | +4.1% | +4.1% | 0.0% | +2.6% |
| 3M | -12.9% | +17.9% | -30.8% | -18.1% |
| 6M | +110.3% | +29.2% | +81.1% | +90.3% |
| YTD | +178.6% | +27.4% | +151.2% | +151.2% |
| 1Y | +220.0% | +56.8% | +163.2% | +163.5% |
| 3Y | +409.0% | +68.0% | +341.0% | +303.8% |
| All | +270.1% | +61.6% | +208.5% | +192.8% |
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