+270.1%
SIMO vs M
+27.3%
+242.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +8.2% |
| 7D | +4.2% | +4.7% | -0.5% | +3.4% |
| 30D | +4.1% | -9.6% | +13.7% | +6.0% |
| 3M | -12.9% | +0.9% | -13.7% | -13.4% |
| 6M | +110.3% | +22.3% | +88.1% | +101.3% |
| YTD | +178.6% | +6.5% | +172.1% | +172.0% |
| 1Y | +220.0% | +38.8% | +181.2% | +196.8% |
| 3Y | +409.0% | +115.9% | +293.1% | +322.6% |
| All | +270.1% | +27.3% | +242.8% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling