+355.1%
SIMO vs ROIV
+280.9%
+74.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.2% | -1.7% |
| 7D | +14.9% | +9.2% | +5.7% | +13.7% |
| 30D | -27.0% | +19.9% | -46.9% | -28.5% |
| 3M | -25.4% | +10.6% | -36.0% | -26.4% |
| 6M | -30.3% | +36.1% | -66.3% | -32.5% |
| YTD | +95.8% | +84.3% | +11.5% | +83.7% |
| 1Y | +100.0% | +87.6% | +12.5% | +87.2% |
| 3Y | +238.3% | +353.9% | -115.7% | +193.4% |
| 5Y | +187.6% | +376.1% | -188.5% | +142.5% |
| All | +355.1% | +280.9% | +74.3% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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