+1,601.8%
SIMO vs FIVE
+826.1%
+775.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.3% | -10.1% | -13.4% |
| 7D | -31.4% | -1.7% | -29.7% | -31.1% |
| 30D | -45.2% | +14.9% | -60.1% | -46.9% |
| 3M | -36.5% | +7.6% | -44.1% | -37.8% |
| 6M | -34.2% | +6.4% | -40.6% | -35.8% |
| YTD | +69.9% | +28.1% | +41.8% | +58.1% |
| 1Y | +60.4% | +54.7% | +5.7% | +42.8% |
| 3Y | +203.1% | +36.1% | +167.1% | +161.5% |
| 5Y | +145.4% | +14.9% | +130.6% | +113.9% |
| 10Y | +368.9% | +578.8% | -210.0% | +198.8% |
| All | +1,601.8% | +826.1% | +775.6% | +746.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling