+175.0%
SIMO vs ROIV
+403.5%
-228.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -16.0% | +14.3% | -30.3% | -17.5% |
| 30D | -35.8% | +16.2% | -52.0% | -37.0% |
| 3M | -26.5% | +15.1% | -41.6% | -28.0% |
| 6M | -33.0% | +44.2% | -77.2% | -35.9% |
| YTD | +84.3% | +89.8% | -5.5% | +70.8% |
| 1Y | +82.0% | +94.6% | -12.6% | +68.0% |
| 3Y | +218.5% | +367.5% | -149.0% | +169.7% |
| 5Y | +175.0% | +421.4% | -246.4% | +126.4% |
| All | +175.0% | +403.5% | -228.5% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling