+306.7%
SIMO vs MKTX
-61.3%
+368.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +14.5% | +0.3% | +14.2% | +14.5% |
| 30D | +20.4% | +1.0% | +19.5% | +20.3% |
| 3M | +7.1% | +40.8% | -33.7% | +4.7% |
| 6M | +129.2% | -10.9% | +140.1% | +128.0% |
| YTD | +201.9% | -8.6% | +210.5% | +199.4% |
| 1Y | +235.5% | -11.6% | +247.1% | +233.5% |
| 3Y | +463.8% | -24.5% | +488.4% | +457.3% |
| 5Y | +306.7% | -60.7% | +367.4% | +327.0% |
| All | +306.7% | -61.3% | +368.0% | +327.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling