+270.1%
SIMO vs LEN
-10.8%
+280.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.9% |
| 7D | +4.2% | -3.2% | +7.4% | +4.9% |
| 30D | +4.1% | -4.9% | +9.0% | +4.9% |
| 3M | -12.9% | -8.5% | -4.4% | -11.7% |
| 6M | +110.3% | -20.7% | +131.0% | +119.9% |
| YTD | +178.6% | -17.4% | +196.0% | +186.3% |
| 1Y | +220.0% | -38.2% | +258.2% | +255.2% |
| 3Y | +409.0% | -24.9% | +433.9% | +414.5% |
| All | +270.1% | -10.8% | +280.9% | +259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling