+408.0%
SIMO vs LEN
+166.0%
+242.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +5.0% |
| 7D | -8.5% | +0.6% | -9.1% | -8.8% |
| 30D | -34.8% | +19.4% | -54.2% | -37.8% |
| 3M | -32.8% | +4.5% | -37.4% | -34.2% |
| 6M | -32.0% | +4.9% | -36.9% | -33.9% |
| YTD | +87.0% | -8.9% | +95.9% | +86.3% |
| 1Y | +86.1% | -23.0% | +109.1% | +93.0% |
| 3Y | +226.4% | -16.7% | +243.1% | +224.0% |
| 5Y | +172.1% | -4.5% | +176.6% | +155.7% |
| 10Y | +408.0% | +162.2% | +245.9% | +264.7% |
| All | +408.0% | +166.0% | +242.0% | +264.7% |
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