+415.5%
SIMO vs ROIV
+200.3%
+215.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.3% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | +4.1% | +1.0% | +3.1% | +3.8% |
| 3M | -12.9% | +18.3% | -31.2% | -15.4% |
| 6M | +110.3% | +18.3% | +92.0% | +103.5% |
| YTD | +178.6% | +61.0% | +117.6% | +153.4% |
| 1Y | +220.0% | +177.9% | +42.1% | +159.0% |
| All | +415.5% | +200.3% | +215.1% | +296.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling