+145.4%
SIMO vs FIVE
+15.3%
+130.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -47.2% |
| 3M | -36.5% | +7.6% | -44.1% | -38.0% |
| 6M | -34.2% | +6.4% | -40.6% | -36.0% |
| YTD | +69.9% | +28.1% | +41.8% | +55.7% |
| 1Y | +60.4% | +54.7% | +5.7% | +39.3% |
| 3Y | +203.1% | +36.1% | +167.1% | +147.4% |
| 5Y | +145.4% | +14.9% | +130.6% | +121.7% |
| All | +145.4% | +15.3% | +130.2% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling