+2,193.0%
SIMO vs SAN
+255.8%
+1,937.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -16.0% | +10.8% | -26.8% | -19.7% |
| 30D | -35.8% | -5.7% | -30.0% | -34.5% |
| 3M | -26.5% | -13.4% | -13.0% | -22.5% |
| 6M | -33.0% | +3.5% | -36.6% | -34.2% |
| YTD | +84.3% | +9.7% | +74.6% | +75.3% |
| 1Y | +82.0% | +20.9% | +61.1% | +66.3% |
| 3Y | +218.5% | +254.3% | -35.8% | +86.5% |
| 5Y | +175.0% | +304.2% | -129.2% | +45.8% |
| 10Y | +407.5% | +260.2% | +147.3% | +151.6% |
| All | +2,193.0% | +255.8% | +1,937.1% | +825.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling