+175.0%
SIMO vs SITM
+97.5%
+77.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -0.9% |
| 7D | -16.0% | -0.1% | -15.9% | -16.0% |
| 30D | -35.8% | -27.4% | -8.3% | -28.8% |
| 3M | -26.5% | -35.6% | +9.1% | -15.6% |
| 6M | -33.0% | -46.6% | +13.6% | -19.6% |
| YTD | +84.3% | +25.8% | +58.5% | +75.5% |
| 1Y | +82.0% | +38.2% | +43.7% | +68.8% |
| 3Y | +218.5% | +311.5% | -93.0% | +113.5% |
| 5Y | +175.0% | +94.6% | +80.4% | +94.8% |
| All | +175.0% | +97.5% | +77.5% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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