+388.8%
SIMO vs FIVE
+504.2%
-115.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | +4.1% | +2.7% | +1.5% | +3.4% |
| 30D | -24.0% | +12.7% | -36.6% | -26.2% |
| 3M | -31.8% | +2.1% | -33.8% | -32.5% |
| 6M | -36.9% | +17.5% | -54.4% | -40.0% |
| YTD | +84.8% | +31.0% | +53.9% | +69.1% |
| 1Y | +99.0% | +67.7% | +31.3% | +70.5% |
| 3Y | +217.9% | +43.4% | +174.6% | +164.6% |
| 5Y | +171.5% | +18.1% | +153.4% | +130.6% |
| All | +388.8% | +504.2% | -115.4% | +226.2% |
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