+417.8%
SIMO vs FIVE
+505.3%
-87.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.9% |
| 7D | +14.9% | +2.4% | +12.4% | +14.2% |
| 30D | -27.0% | +15.8% | -42.8% | -29.7% |
| 3M | -25.4% | +3.8% | -29.2% | -26.5% |
| 6M | -30.3% | +18.5% | -48.8% | -33.9% |
| YTD | +95.8% | +31.2% | +64.6% | +79.1% |
| 1Y | +100.0% | +61.8% | +38.2% | +73.1% |
| 3Y | +238.3% | +39.9% | +198.4% | +183.2% |
| 5Y | +187.6% | +18.3% | +169.3% | +144.2% |
| All | +417.8% | +505.3% | -87.6% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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