+528.8%
SIMO vs LEN
+99.2%
+429.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +7.0% |
| 7D | +14.6% | -2.9% | +17.5% | +15.2% |
| 30D | +6.2% | -8.9% | +15.1% | +8.3% |
| 3M | +3.6% | -10.9% | +14.5% | +5.5% |
| 6M | +130.8% | -19.7% | +150.4% | +140.1% |
| YTD | +195.8% | -20.6% | +216.3% | +206.7% |
| 1Y | +225.0% | -42.4% | +267.4% | +264.6% |
| 3Y | +452.3% | -26.5% | +478.9% | +468.4% |
| 5Y | +303.6% | -10.9% | +314.5% | +288.0% |
| 10Y | +528.8% | +100.6% | +428.1% | +405.8% |
| All | +528.8% | +99.2% | +429.6% | +405.8% |
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