+184.0%
SIMO vs S
-52.7%
+236.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.9% |
| 7D | -21.7% | -13.4% | -8.3% | -19.9% |
| 30D | -42.9% | -14.0% | -28.9% | -41.4% |
| 3M | -38.9% | +4.9% | -43.8% | -39.9% |
| 6M | -33.1% | +42.0% | -75.1% | -37.9% |
| YTD | +77.5% | +45.1% | +32.4% | +63.2% |
| 1Y | +73.6% | +33.1% | +40.5% | +61.5% |
| 3Y | +216.7% | +40.6% | +176.1% | +187.7% |
| 5Y | +156.4% | -67.5% | +223.9% | +160.6% |
| All | +184.0% | -52.7% | +236.6% | +189.9% |
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