+1,468.2%
SIMO vs INDA
+115.1%
+1,353.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | +0.7% | +3.5% | +3.9% |
| 30D | +4.1% | -0.8% | +4.9% | +4.5% |
| 3M | -12.9% | +3.9% | -16.8% | -14.5% |
| 6M | +110.3% | -0.7% | +111.1% | +110.9% |
| YTD | +178.6% | -7.7% | +186.2% | +189.4% |
| 1Y | +220.0% | -5.1% | +225.1% | +228.3% |
| 3Y | +409.0% | +13.6% | +395.4% | +381.7% |
| 5Y | +277.3% | +7.8% | +269.5% | +264.9% |
| 10Y | +506.6% | +84.6% | +422.0% | +351.7% |
| All | +1,468.2% | +115.1% | +1,353.1% | +982.6% |
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 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