+528.8%
SIMO vs SGI
+261.3%
+267.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +14.6% | +9.3% | +5.3% | +12.5% |
| 30D | +6.2% | +6.9% | -0.7% | +4.6% |
| 3M | +3.6% | +2.8% | +0.7% | +2.4% |
| 6M | +130.8% | -12.6% | +143.4% | +134.8% |
| YTD | +195.8% | -21.5% | +217.3% | +206.7% |
| 1Y | +225.0% | -18.8% | +243.8% | +233.2% |
| 3Y | +452.3% | +60.8% | +391.5% | +383.2% |
| 5Y | +303.6% | +60.0% | +243.6% | +242.8% |
| 10Y | +528.8% | +267.8% | +260.9% | +280.3% |
| All | +528.8% | +261.3% | +267.4% | +280.3% |
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