+220.4%
SIMO vs S
-48.3%
+268.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.4% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | -25.4% | -7.3% | -18.1% | -24.4% |
| 3M | -17.8% | +5.9% | -23.6% | -19.0% |
| 6M | -29.6% | +45.6% | -75.2% | -34.7% |
| YTD | +100.3% | +58.5% | +41.8% | +81.7% |
| 1Y | +100.4% | +37.6% | +62.8% | +85.8% |
| 3Y | +246.1% | +51.7% | +194.4% | +210.8% |
| 5Y | +189.8% | -67.5% | +257.3% | +192.2% |
| All | +220.4% | -48.3% | +268.7% | +222.8% |
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