+270.1%
SIMO vs SGI
+60.4%
+209.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.6% |
| 7D | +4.2% | +8.5% | -4.3% | +2.3% |
| 30D | +4.1% | +0.7% | +3.4% | +3.6% |
| 3M | -12.9% | +0.6% | -13.5% | -13.4% |
| 6M | +110.3% | -17.9% | +128.3% | +117.8% |
| YTD | +178.6% | -21.2% | +199.8% | +189.9% |
| 1Y | +220.0% | -18.9% | +238.9% | +229.2% |
| 3Y | +409.0% | +52.6% | +356.4% | +341.1% |
| All | +270.1% | +60.4% | +209.7% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling