+3,365.1%
SIMO vs SAN
+317.8%
+3,047.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +9.0% |
| 7D | +4.2% | +1.8% | +2.5% | +3.4% |
| 30D | +4.1% | +2.0% | +2.1% | +3.3% |
| 3M | -12.9% | +19.7% | -32.6% | -18.7% |
| 6M | +110.3% | +30.6% | +79.7% | +88.4% |
| YTD | +178.6% | +28.8% | +149.7% | +149.7% |
| 1Y | +220.0% | +57.8% | +162.2% | +164.0% |
| 3Y | +409.0% | +338.1% | +70.9% | +174.5% |
| 5Y | +277.3% | +384.2% | -106.9% | +86.1% |
| 10Y | +506.6% | +353.1% | +153.5% | +174.0% |
| All | +3,365.1% | +317.8% | +3,047.3% | +1,218.8% |
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