+311.4%
SIMO vs ROIV
+270.3%
+41.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -2.0% | +3.4% |
| 7D | -22.0% | +5.3% | -27.3% | -22.5% |
| 30D | -43.0% | +11.9% | -54.9% | -43.8% |
| 3M | -39.1% | +10.7% | -49.8% | -40.0% |
| 6M | -33.3% | +34.9% | -68.2% | -35.4% |
| YTD | +77.0% | +79.2% | -2.2% | +66.6% |
| 1Y | +73.0% | +89.0% | -16.0% | +61.9% |
| 3Y | +215.7% | +337.3% | -121.6% | +174.9% |
| 5Y | +155.6% | +402.3% | -246.7% | +116.9% |
| All | +311.4% | +270.3% | +41.1% | +281.0% |
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