+291.8%
SIMO vs REPL
+39.1%
+252.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.5% |
| 7D | -8.2% | +14.2% | -22.4% | -8.7% |
| 30D | -34.6% | +65.9% | -100.5% | -36.2% |
| 3M | -32.6% | +84.6% | -117.2% | -34.7% |
| 6M | -31.8% | +446.9% | -478.7% | -39.1% |
| YTD | +87.6% | +129.0% | -41.4% | +69.9% |
| 1Y | +86.7% | +167.9% | -81.2% | +67.4% |
| 3Y | +227.4% | +93.9% | +133.5% | +154.0% |
| 5Y | +173.0% | -33.0% | +206.0% | +129.7% |
| All | +291.8% | +39.1% | +252.7% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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