+384.8%
SIMO vs PODD
+308.0%
+76.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.2% | +10.3% | +4.8% |
| 7D | -22.0% | -2.1% | -19.9% | -21.9% |
| 30D | -43.0% | +9.0% | -52.1% | -43.7% |
| 3M | -39.1% | +5.2% | -44.3% | -39.8% |
| 6M | -33.3% | -3.2% | -30.1% | -34.2% |
| YTD | +77.0% | -48.5% | +125.4% | +94.2% |
| 1Y | +73.0% | -54.7% | +127.7% | +94.4% |
| 3Y | +215.7% | -7.8% | +223.5% | +206.1% |
| 5Y | +155.6% | -52.4% | +208.1% | +171.0% |
| All | +384.8% | +308.0% | +76.8% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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