+3,365.1%
SIMO vs MDY
+610.3%
+2,754.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.6% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +4.1% | -1.5% | +5.6% | +5.9% |
| 3M | -12.9% | +0.8% | -13.6% | -12.5% |
| 6M | +110.3% | +7.4% | +102.9% | +97.8% |
| YTD | +178.6% | +15.2% | +163.4% | +144.1% |
| 1Y | +220.0% | +16.5% | +203.5% | +178.6% |
| 3Y | +409.0% | +46.8% | +362.2% | +253.7% |
| 5Y | +277.3% | +46.0% | +231.3% | +156.1% |
| 10Y | +506.6% | +172.1% | +334.5% | +98.5% |
| All | +3,365.1% | +610.3% | +2,754.7% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling