+295.0%
SIMO vs ROIV
+248.8%
+46.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.2% | -10.2% | -13.9% |
| 7D | -31.4% | -2.4% | -29.0% | -31.2% |
| 30D | -45.2% | +3.1% | -48.2% | -45.3% |
| 3M | -36.5% | +5.8% | -42.4% | -37.0% |
| 6M | -34.2% | +29.3% | -63.5% | -35.9% |
| YTD | +69.9% | +68.8% | +1.2% | +61.1% |
| 1Y | +60.4% | +81.0% | -20.6% | +50.9% |
| 3Y | +203.1% | +294.6% | -91.5% | +166.4% |
| 5Y | +145.4% | +373.1% | -227.7% | +109.8% |
| All | +295.0% | +248.8% | +46.2% | +268.5% |
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