+484.0%
SIMO vs MULL
+2,337.2%
-1,853.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.5% |
| 7D | +11.0% | -8.4% | +19.5% | +13.3% |
| 30D | +17.9% | +9.7% | +8.2% | +14.9% |
| 3M | +3.9% | -26.8% | +30.7% | +5.0% |
| 6M | +131.0% | +220.7% | -89.7% | +57.2% |
| YTD | +209.3% | +509.0% | -299.7% | +75.3% |
| 1Y | +223.8% | +1,739.5% | -1,515.8% | +35.9% |
| All | +484.0% | +2,337.2% | -1,853.2% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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