+407.5%
SIMO vs MDY
+171.2%
+236.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -16.0% | 0.0% | -16.0% | -15.7% |
| 30D | -35.8% | +1.0% | -36.7% | -35.8% |
| 3M | -26.5% | -4.1% | -22.4% | -23.0% |
| 6M | -33.0% | +0.6% | -33.7% | -32.0% |
| YTD | +84.3% | +12.9% | +71.4% | +70.1% |
| 1Y | +82.0% | +14.6% | +67.4% | +66.2% |
| 3Y | +218.5% | +57.1% | +161.4% | +132.7% |
| 5Y | +175.0% | +37.1% | +137.9% | +120.7% |
| 10Y | +407.5% | +171.5% | +236.0% | +129.3% |
| All | +407.5% | +171.2% | +236.3% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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