+388.8%
SIMO vs IT
+90.0%
+298.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.7% |
| 7D | +4.1% | +1.1% | +3.0% | +4.0% |
| 30D | -24.0% | -1.8% | -22.1% | -24.5% |
| 3M | -31.8% | +4.8% | -36.6% | -33.6% |
| 6M | -36.9% | +33.0% | -69.9% | -43.5% |
| YTD | +84.8% | -23.8% | +108.7% | +91.8% |
| 1Y | +99.0% | -16.5% | +115.5% | +100.1% |
| 3Y | +217.9% | -53.6% | +271.6% | +279.9% |
| 5Y | +171.5% | -42.1% | +213.6% | +195.7% |
| All | +388.8% | +90.0% | +298.8% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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