+434.6%
SIMO vs INDA
+112.6%
+322.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +8.9% | +8.8% |
| 7D | +0.9% | +3.1% | -2.2% | -0.7% |
| 30D | -25.4% | +11.3% | -36.7% | -29.7% |
| 3M | -17.8% | +3.0% | -20.7% | -19.3% |
| 6M | -29.6% | +6.5% | -36.1% | -32.1% |
| YTD | +100.3% | -4.6% | +104.9% | +104.5% |
| 1Y | +100.4% | -5.8% | +106.1% | +106.0% |
| 3Y | +246.1% | +16.8% | +229.3% | +220.5% |
| 5Y | +189.8% | +10.4% | +179.4% | +174.9% |
| 10Y | +434.6% | +116.8% | +317.8% | +271.1% |
| All | +434.6% | +112.6% | +322.0% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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