+2,198.9%
SIMO vs MKTX
+1,680.5%
+518.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | -24.0% | +0.9% | -24.9% | -24.1% |
| 3M | -31.8% | +2.6% | -34.3% | -32.2% |
| 6M | -36.9% | +20.4% | -57.3% | -40.0% |
| YTD | +84.8% | -7.1% | +91.9% | +85.4% |
| 1Y | +99.0% | -2.8% | +101.7% | +97.3% |
| 3Y | +217.9% | -21.7% | +239.7% | +220.3% |
| 5Y | +171.5% | -54.5% | +226.0% | +203.7% |
| 10Y | +393.3% | +13.0% | +380.3% | +310.5% |
| All | +2,198.9% | +1,680.5% | +518.4% | +734.3% |
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