+579.5%
SIMO vs MDY
+170.4%
+409.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.0% |
| 7D | +14.5% | -0.8% | +15.3% | +15.2% |
| 30D | +20.4% | -3.9% | +24.3% | +24.7% |
| 3M | +7.1% | 0.0% | +7.2% | +8.0% |
| 6M | +129.2% | +8.5% | +120.7% | +116.5% |
| YTD | +201.9% | +13.2% | +188.7% | +175.7% |
| 1Y | +235.5% | +15.0% | +220.5% | +203.9% |
| 3Y | +463.8% | +49.6% | +414.3% | +323.0% |
| 5Y | +306.7% | +46.0% | +260.7% | +207.8% |
| 10Y | +579.5% | +176.4% | +403.1% | +227.9% |
| All | +579.5% | +170.4% | +409.0% | +227.9% |
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