+549.0%
SIMO vs MKTX
+5.1%
+543.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | +18.4% | +0.8% | +17.6% | +18.3% |
| 3M | +5.6% | +41.1% | -35.5% | +0.7% |
| 6M | +116.9% | -9.5% | +126.5% | +118.0% |
| YTD | +188.4% | -8.7% | +197.1% | +188.8% |
| 1Y | +221.3% | -10.0% | +231.2% | +221.7% |
| 3Y | +438.6% | -24.6% | +463.2% | +440.8% |
| 5Y | +287.9% | -60.3% | +348.2% | +333.5% |
| All | +549.0% | +5.1% | +543.9% | +505.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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