+388.8%
SIMO vs SGI
+319.5%
+69.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.6% |
| 7D | +4.1% | -5.3% | +9.4% | +5.3% |
| 30D | -24.0% | -2.1% | -21.9% | -24.2% |
| 3M | -31.8% | -8.2% | -23.6% | -31.2% |
| 6M | -36.9% | -4.6% | -32.3% | -37.2% |
| YTD | +84.8% | -31.5% | +116.3% | +96.0% |
| 1Y | +99.0% | -30.8% | +129.8% | +110.5% |
| 3Y | +217.9% | +67.2% | +150.7% | +172.1% |
| 5Y | +171.5% | +42.5% | +129.0% | +132.5% |
| All | +388.8% | +319.5% | +69.2% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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