+187.6%
SIMO vs SAN
+294.7%
-107.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.3% |
| 7D | +14.9% | +1.0% | +13.9% | +14.4% |
| 30D | -27.0% | -9.4% | -17.6% | -24.6% |
| 3M | -25.4% | -17.1% | -8.2% | -20.4% |
| 6M | -30.3% | +2.2% | -32.4% | -30.7% |
| YTD | +95.8% | +6.0% | +89.8% | +90.7% |
| 1Y | +100.0% | +12.7% | +87.3% | +90.8% |
| 3Y | +238.3% | +242.1% | -3.9% | +131.4% |
| 5Y | +187.6% | +293.6% | -106.0% | +117.9% |
| All | +187.6% | +294.7% | -107.1% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling