+194.9%
SIMO vs S
-49.1%
+243.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -16.0% | +1.4% | -17.4% | -16.1% |
| 30D | -35.8% | -10.8% | -24.9% | -34.5% |
| 3M | -26.5% | +5.4% | -31.9% | -27.5% |
| 6M | -33.0% | +41.2% | -74.2% | -37.6% |
| YTD | +84.3% | +56.2% | +28.1% | +67.6% |
| 1Y | +82.0% | +36.3% | +45.7% | +68.9% |
| 3Y | +218.5% | +49.4% | +169.1% | +186.6% |
| 5Y | +175.0% | -66.9% | +241.9% | +177.2% |
| All | +194.9% | -49.1% | +243.9% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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