+303.6%
SIMO vs SITM
+168.3%
+135.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.8% |
| 7D | +14.6% | +8.4% | +6.2% | +12.1% |
| 30D | +6.2% | -17.4% | +23.6% | +12.2% |
| 3M | +3.6% | -9.8% | +13.4% | +6.5% |
| 6M | +130.8% | +83.0% | +47.8% | +97.8% |
| YTD | +195.8% | +69.6% | +126.2% | +155.9% |
| 1Y | +225.0% | +144.9% | +80.1% | +153.7% |
| 3Y | +452.3% | +429.9% | +22.4% | +240.2% |
| 5Y | +303.6% | +169.2% | +134.4% | +152.8% |
| All | +303.6% | +168.3% | +135.3% | +152.8% |
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