+303.6%
SIMO vs MDY
+47.1%
+256.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.8% |
| 7D | +14.6% | +1.0% | +13.6% | +13.5% |
| 30D | +6.2% | -3.1% | +9.3% | +9.7% |
| 3M | +3.6% | +1.8% | +1.7% | +2.8% |
| 6M | +130.8% | +10.8% | +120.0% | +113.2% |
| YTD | +195.8% | +14.4% | +181.3% | +165.7% |
| 1Y | +225.0% | +15.2% | +209.8% | +191.7% |
| 3Y | +452.3% | +51.2% | +401.1% | +311.8% |
| 5Y | +303.6% | +47.2% | +256.4% | +216.4% |
| All | +303.6% | +47.1% | +256.5% | +216.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling