+384.8%
SIMO vs SM
+8.2%
+376.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | -22.0% | -25.9% | +3.9% | -19.7% |
| 30D | -43.0% | -15.1% | -27.9% | -42.2% |
| 3M | -39.1% | +4.9% | -44.0% | -39.7% |
| 6M | -33.3% | +6.1% | -39.4% | -34.2% |
| YTD | +77.0% | +63.4% | +13.5% | +66.5% |
| 1Y | +73.0% | +72.5% | +0.5% | +61.8% |
| 3Y | +215.7% | -16.9% | +232.6% | +212.5% |
| 5Y | +155.6% | -10.6% | +166.3% | +146.1% |
| All | +384.8% | +8.2% | +376.6% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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