+417.8%
SIMO vs IT
+88.7%
+329.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.1% |
| 7D | +14.9% | -3.7% | +18.5% | +15.4% |
| 30D | -27.0% | -3.1% | -23.9% | -27.4% |
| 3M | -25.4% | +6.3% | -31.7% | -27.6% |
| 6M | -30.3% | +24.8% | -55.0% | -36.5% |
| YTD | +95.8% | -24.4% | +120.1% | +103.4% |
| 1Y | +100.0% | -17.1% | +117.1% | +101.3% |
| 3Y | +238.3% | -53.6% | +291.9% | +303.6% |
| 5Y | +187.6% | -42.5% | +230.1% | +213.5% |
| All | +417.8% | +88.7% | +329.1% | +240.3% |
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