+952.9%
SIMO vs INDA
+121.6%
+831.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.2% |
| 7D | -8.5% | +6.1% | -14.6% | -11.1% |
| 30D | -34.8% | +11.7% | -46.5% | -38.4% |
| 3M | -32.8% | +2.1% | -34.9% | -33.7% |
| 6M | -32.0% | +3.2% | -35.2% | -33.3% |
| YTD | +87.0% | -4.9% | +91.9% | +91.0% |
| 1Y | +86.1% | -4.4% | +90.4% | +89.6% |
| 3Y | +226.4% | +17.6% | +208.8% | +202.9% |
| 5Y | +172.1% | +9.9% | +162.3% | +159.9% |
| 10Y | +408.0% | +102.7% | +305.3% | +262.2% |
| All | +952.9% | +121.6% | +831.2% | +614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling