+579.5%
SIMO vs HIG
+314.4%
+265.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +14.5% | -0.5% | +15.0% | +14.5% |
| 30D | +20.4% | -2.8% | +23.2% | +21.0% |
| 3M | +7.1% | +6.3% | +0.8% | +5.0% |
| 6M | +129.2% | -0.1% | +129.3% | +126.9% |
| YTD | +201.9% | +0.4% | +201.5% | +197.8% |
| 1Y | +235.5% | +6.2% | +229.3% | +224.8% |
| 3Y | +463.8% | +101.6% | +362.2% | +353.6% |
| 5Y | +306.7% | +119.8% | +186.9% | +214.9% |
| 10Y | +579.5% | +311.7% | +267.7% | +341.1% |
| All | +579.5% | +314.4% | +265.1% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling