+172.1%
SIMO vs FIVE
+19.1%
+153.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.6% | +0.1% | +4.2% |
| 7D | -8.5% | +6.2% | -14.6% | -9.9% |
| 30D | -34.8% | +18.2% | -53.0% | -37.6% |
| 3M | -32.8% | +3.8% | -36.7% | -33.7% |
| 6M | -32.0% | +13.7% | -45.8% | -35.0% |
| YTD | +87.0% | +34.7% | +52.3% | +69.2% |
| 1Y | +86.1% | +66.6% | +19.4% | +58.5% |
| 3Y | +226.4% | +44.3% | +182.1% | +162.4% |
| 5Y | +172.1% | +18.8% | +153.4% | +151.3% |
| All | +172.1% | +19.1% | +153.0% | +151.3% |
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