+579.5%
SIMO vs INDA
+81.7%
+497.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +2.9% | +2.5% |
| 7D | +14.5% | -2.6% | +17.1% | +16.0% |
| 30D | +20.4% | -2.9% | +23.4% | +22.2% |
| 3M | +7.1% | +2.4% | +4.8% | +5.7% |
| 6M | +129.2% | -2.6% | +131.9% | +132.0% |
| YTD | +201.9% | -10.0% | +211.9% | +218.4% |
| 1Y | +235.5% | -7.7% | +243.2% | +249.4% |
| 3Y | +463.8% | +8.9% | +454.9% | +443.5% |
| 5Y | +306.7% | +6.0% | +300.7% | +295.9% |
| 10Y | +579.5% | +84.4% | +495.1% | +428.6% |
| All | +579.5% | +81.7% | +497.7% | +428.6% |
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