+365.6%
SIMO vs ROIV
+298.6%
+67.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.1% | +8.5% |
| 7D | +0.9% | +9.5% | -8.5% | -0.1% |
| 30D | -25.4% | +21.0% | -46.4% | -27.1% |
| 3M | -17.8% | +18.7% | -36.5% | -19.5% |
| 6M | -29.6% | +44.5% | -74.1% | -32.3% |
| YTD | +100.3% | +92.9% | +7.5% | +86.9% |
| 1Y | +100.4% | +100.2% | +0.1% | +86.1% |
| 3Y | +246.1% | +375.0% | -128.9% | +198.5% |
| 5Y | +189.8% | +435.2% | -245.4% | +143.4% |
| All | +365.6% | +298.6% | +67.1% | +327.4% |
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