+227.4%
SIMO vs MDY
+57.1%
+170.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +1.6% |
| 7D | -8.2% | +0.7% | -8.8% | -8.4% |
| 30D | -34.6% | +1.3% | -35.9% | -35.0% |
| 3M | -32.6% | -4.1% | -28.5% | -28.1% |
| 6M | -31.8% | +1.0% | -32.8% | -30.7% |
| YTD | +87.6% | +13.3% | +74.3% | +66.7% |
| 1Y | +86.7% | +15.7% | +70.9% | +62.0% |
| 3Y | +227.4% | +59.6% | +167.9% | +140.4% |
| All | +227.4% | +57.1% | +170.3% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling