+156.7%
SIMO vs FIVE
+14.2%
+142.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -22.0% | -0.3% | -21.7% | -22.0% |
| 30D | -43.0% | +17.7% | -60.7% | -45.5% |
| 3M | -39.1% | +4.0% | -43.1% | -40.1% |
| 6M | -33.3% | +2.6% | -35.9% | -34.5% |
| YTD | +77.0% | +27.6% | +49.4% | +62.3% |
| 1Y | +73.0% | +59.9% | +13.1% | +48.8% |
| 3Y | +215.7% | +35.8% | +179.9% | +157.8% |
| All | +156.7% | +14.2% | +142.6% | +138.2% |
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 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