+384.8%
SIMO vs M
-4.2%
+389.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.6% | +8.7% | +4.8% |
| 7D | -22.0% | -4.3% | -17.7% | -21.6% |
| 30D | -43.0% | +1.3% | -44.3% | -43.3% |
| 3M | -39.1% | -7.4% | -31.8% | -38.7% |
| 6M | -33.3% | +18.3% | -51.6% | -35.4% |
| YTD | +77.0% | +7.6% | +69.4% | +73.0% |
| 1Y | +73.0% | +17.4% | +55.6% | +66.8% |
| 3Y | +215.7% | +108.4% | +107.4% | +175.0% |
| 5Y | +155.6% | -10.6% | +166.2% | +138.8% |
| All | +384.8% | -4.2% | +389.0% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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