+156.7%
SIMO vs S
-67.4%
+224.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.9% |
| 7D | -22.0% | -13.4% | -8.6% | -20.0% |
| 30D | -43.0% | -14.0% | -29.1% | -41.6% |
| 3M | -39.1% | +4.9% | -44.0% | -40.1% |
| 6M | -33.3% | +42.0% | -75.3% | -38.3% |
| YTD | +77.0% | +45.1% | +31.8% | +61.9% |
| 1Y | +73.0% | +33.1% | +39.9% | +60.3% |
| 3Y | +215.7% | +40.6% | +175.1% | +184.7% |
| All | +156.7% | -67.4% | +224.1% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling