+3,365.1%
SIMO vs MKTX
+1,652.4%
+1,712.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | +4.1% | +1.1% | +3.0% | +3.8% |
| 3M | -12.9% | +36.1% | -49.0% | -19.1% |
| 6M | +110.3% | -12.9% | +123.2% | +114.9% |
| YTD | +178.6% | -8.5% | +187.1% | +180.5% |
| 1Y | +220.0% | -7.5% | +227.5% | +219.9% |
| 3Y | +409.0% | -28.3% | +437.4% | +422.7% |
| 5Y | +277.3% | -63.3% | +340.6% | +344.9% |
| 10Y | +506.6% | +4.5% | +502.1% | +414.9% |
| All | +3,365.1% | +1,652.4% | +1,712.7% | +1,162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling