+596.0%
SIMO vs SHAK
+87.2%
+508.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.2% | +4.1% | +6.7% |
| 7D | +11.0% | -8.3% | +19.3% | +12.5% |
| 30D | +17.9% | -12.6% | +30.5% | +20.4% |
| 3M | +3.9% | +9.1% | -5.2% | +1.2% |
| 6M | +131.0% | -31.2% | +162.3% | +140.9% |
| YTD | +209.3% | -21.6% | +230.9% | +213.8% |
| 1Y | +223.8% | -38.8% | +262.5% | +242.7% |
| 3Y | +479.2% | +0.6% | +478.6% | +446.5% |
| 5Y | +316.0% | -22.5% | +338.6% | +295.8% |
| All | +596.0% | +87.2% | +508.8% | +442.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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