+2,690.1%
SIMO vs FIVE
+868.1%
+1,822.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.1% | +3.6% | +7.6% |
| 7D | +4.2% | +4.3% | 0.0% | +3.3% |
| 30D | +4.1% | +12.5% | -8.4% | +1.4% |
| 3M | -12.9% | +31.2% | -44.1% | -18.2% |
| 6M | +110.3% | +14.4% | +96.0% | +101.7% |
| YTD | +178.6% | +33.9% | +144.7% | +157.5% |
| 1Y | +220.0% | +65.1% | +154.9% | +181.9% |
| 3Y | +409.0% | +49.0% | +360.1% | +331.7% |
| 5Y | +277.3% | +30.3% | +247.0% | +221.0% |
| 10Y | +506.6% | +481.1% | +25.5% | +293.7% |
| All | +2,690.1% | +868.1% | +1,822.0% | +1,280.1% |
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