+187.6%
SIMO vs GEN
+31.4%
+156.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.0% |
| 7D | +14.9% | -3.0% | +17.8% | +15.1% |
| 30D | -27.0% | +24.7% | -51.7% | -28.5% |
| 3M | -25.4% | +4.1% | -29.5% | -26.1% |
| 6M | -30.3% | +36.0% | -66.3% | -35.0% |
| YTD | +95.8% | +10.9% | +84.9% | +90.0% |
| 1Y | +100.0% | +12.2% | +87.9% | +93.5% |
| 3Y | +238.3% | +63.3% | +175.0% | +207.1% |
| 5Y | +187.6% | +29.0% | +158.5% | +156.2% |
| All | +187.6% | +31.4% | +156.2% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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