+407.5%
SIMO vs SM
+4.2%
+403.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -1.9% |
| 7D | -16.0% | -19.5% | +3.5% | -14.2% |
| 30D | -35.8% | -20.2% | -15.5% | -34.3% |
| 3M | -26.5% | -6.5% | -20.0% | -26.2% |
| 6M | -33.0% | +1.6% | -34.6% | -33.6% |
| YTD | +84.3% | +61.2% | +23.1% | +73.6% |
| 1Y | +82.0% | +65.4% | +16.6% | +70.8% |
| 3Y | +218.5% | -13.0% | +231.5% | +214.1% |
| 5Y | +175.0% | -4.3% | +179.3% | +163.4% |
| 10Y | +407.5% | +3.0% | +404.5% | +305.3% |
| All | +407.5% | +4.2% | +403.3% | +305.3% |
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