+203.1%
SIMO vs FIVE
+35.4%
+167.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.3% | -10.1% | -13.3% |
| 7D | -31.4% | -1.7% | -29.7% | -31.1% |
| 30D | -45.2% | +14.9% | -60.1% | -47.1% |
| 3M | -36.5% | +7.6% | -44.1% | -37.9% |
| 6M | -34.2% | +6.4% | -40.6% | -35.8% |
| YTD | +69.9% | +28.1% | +41.8% | +55.9% |
| 1Y | +60.4% | +54.7% | +5.7% | +39.4% |
| All | +203.1% | +35.4% | +167.7% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling