+388.8%
SIMO vs MDY
+165.3%
+223.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.1% | +2.3% | +1.8% | +2.3% |
| 30D | -24.0% | +2.0% | -26.0% | -24.7% |
| 3M | -31.8% | -5.6% | -26.1% | -27.6% |
| 6M | -36.9% | +1.3% | -38.2% | -36.2% |
| YTD | +84.8% | +12.3% | +72.5% | +71.5% |
| 1Y | +99.0% | +15.8% | +83.2% | +80.3% |
| 3Y | +217.9% | +56.5% | +161.4% | +133.3% |
| 5Y | +171.5% | +35.1% | +136.3% | +120.5% |
| All | +388.8% | +165.3% | +223.4% | +129.4% |
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