+3,365.1%
SIMO vs EXPD
+853.9%
+2,511.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.2% |
| 7D | +4.2% | -1.1% | +5.4% | +4.9% |
| 30D | +4.1% | +4.1% | 0.0% | +2.1% |
| 3M | -12.9% | +17.9% | -30.8% | -20.1% |
| 6M | +110.3% | +29.2% | +81.1% | +83.2% |
| YTD | +178.6% | +27.4% | +151.2% | +141.5% |
| 1Y | +220.0% | +56.8% | +163.2% | +146.4% |
| 3Y | +409.0% | +68.0% | +341.0% | +273.4% |
| 5Y | +277.3% | +61.9% | +215.5% | +172.9% |
| 10Y | +506.6% | +316.0% | +190.6% | +153.8% |
| All | +3,365.1% | +853.9% | +2,511.2% | +754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling