+547.6%
SIMO vs ROIV
+232.7%
+314.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.5% |
| 7D | +4.2% | +0.6% | +3.6% | +4.2% |
| 30D | +4.1% | +1.0% | +3.1% | +4.0% |
| 3M | -12.9% | +18.3% | -31.2% | -14.1% |
| 6M | +110.3% | +18.3% | +92.0% | +106.9% |
| YTD | +178.6% | +61.0% | +117.6% | +165.8% |
| 1Y | +220.0% | +177.9% | +42.1% | +190.0% |
| 3Y | +409.0% | +199.1% | +210.0% | +354.3% |
| 5Y | +277.3% | +250.7% | +26.6% | +245.5% |
| All | +547.6% | +232.7% | +314.9% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling