+270.1%
SIMO vs FIVE
+31.2%
+238.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.1% | +3.6% | +7.4% |
| 7D | +4.2% | +4.3% | 0.0% | +3.2% |
| 30D | +4.1% | +12.5% | -8.4% | +0.9% |
| 3M | -12.9% | +31.2% | -44.1% | -19.0% |
| 6M | +110.3% | +14.4% | +96.0% | +100.1% |
| YTD | +178.6% | +33.9% | +144.7% | +153.4% |
| 1Y | +220.0% | +65.1% | +154.9% | +174.4% |
| 3Y | +409.0% | +49.0% | +360.1% | +307.2% |
| All | +270.1% | +31.2% | +238.9% | +210.4% |
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 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