+384.8%
SIMO vs SAN
+236.7%
+148.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.9% |
| 7D | -22.0% | +4.9% | -26.9% | -23.5% |
| 30D | -43.0% | -13.0% | -30.1% | -40.7% |
| 3M | -39.1% | -18.9% | -20.3% | -35.2% |
| 6M | -33.3% | -4.1% | -29.1% | -32.5% |
| YTD | +77.0% | +2.6% | +74.4% | +74.4% |
| 1Y | +73.0% | +16.9% | +56.1% | +63.7% |
| 3Y | +215.7% | +239.1% | -23.3% | +118.3% |
| 5Y | +155.6% | +266.8% | -111.2% | +69.6% |
| All | +384.8% | +236.7% | +148.1% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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