+2,233.7%
SIMO vs LEN
+93.4%
+2,140.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +4.8% |
| 7D | -8.2% | +0.6% | -8.8% | -8.7% |
| 30D | -34.6% | +19.4% | -54.0% | -38.7% |
| 3M | -32.6% | +4.5% | -37.2% | -34.7% |
| 6M | -31.8% | +4.9% | -36.7% | -34.6% |
| YTD | +87.6% | -8.9% | +96.5% | +85.5% |
| 1Y | +86.7% | -23.0% | +109.6% | +93.5% |
| 3Y | +227.4% | -16.7% | +244.2% | +222.7% |
| 5Y | +173.0% | -4.5% | +177.4% | +151.3% |
| 10Y | +409.6% | +162.2% | +247.5% | +209.7% |
| All | +2,233.7% | +93.4% | +2,140.2% | +930.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling