+146.5%
SIMO vs SGI
+58.5%
+87.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.8% | -11.6% | -13.9% |
| 7D | -31.4% | +5.3% | -36.7% | -32.2% |
| 30D | -45.2% | +8.2% | -53.3% | -46.3% |
| 3M | -36.5% | -2.2% | -34.3% | -36.7% |
| 6M | -34.2% | -8.4% | -25.8% | -33.7% |
| YTD | +69.9% | -23.4% | +93.3% | +77.0% |
| 1Y | +60.4% | -14.0% | +74.4% | +61.5% |
| 3Y | +203.1% | +78.8% | +124.3% | +153.2% |
| All | +146.5% | +58.5% | +87.9% | +113.3% |
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 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