+388.8%
SIMO vs LEN
+136.9%
+251.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | -5.8% | +9.9% | +5.4% |
| 30D | -24.0% | +13.7% | -37.7% | -26.9% |
| 3M | -31.8% | -3.9% | -27.9% | -32.1% |
| 6M | -36.9% | -0.4% | -36.5% | -38.1% |
| YTD | +84.8% | -16.8% | +101.7% | +87.5% |
| 1Y | +99.0% | -29.5% | +128.5% | +110.0% |
| 3Y | +217.9% | -25.6% | +243.5% | +223.2% |
| 5Y | +171.5% | -13.2% | +184.7% | +160.0% |
| All | +388.8% | +136.9% | +251.8% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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