+2,391.6%
SIMO vs MDY
+601.9%
+1,789.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +7.9% |
| 7D | +0.9% | +0.2% | +0.7% | +1.4% |
| 30D | -25.4% | +2.1% | -27.5% | -26.3% |
| 3M | -17.8% | -3.6% | -14.1% | -13.5% |
| 6M | -29.6% | +1.7% | -31.2% | -29.1% |
| YTD | +100.3% | +13.8% | +86.5% | +79.5% |
| 1Y | +100.4% | +15.5% | +84.9% | +77.1% |
| 3Y | +246.1% | +58.3% | +187.8% | +125.9% |
| 5Y | +189.8% | +37.4% | +152.4% | +112.2% |
| 10Y | +434.6% | +171.0% | +263.6% | +77.3% |
| All | +2,391.6% | +601.9% | +1,789.7% | +209.7% |
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