+434.6%
SIMO vs SM
+10.6%
+424.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.6% | +3.1% | +8.1% |
| 7D | +0.9% | +0.3% | +0.6% | +1.0% |
| 30D | -25.4% | -17.3% | -8.1% | -24.0% |
| 3M | -17.8% | -3.6% | -14.2% | -17.7% |
| 6M | -29.6% | +2.9% | -32.5% | -30.3% |
| YTD | +100.3% | +70.2% | +30.1% | +87.7% |
| 1Y | +100.4% | +66.5% | +33.9% | +88.0% |
| 3Y | +246.1% | -8.2% | +254.3% | +239.6% |
| 5Y | +189.8% | -1.5% | +191.3% | +176.7% |
| 10Y | +434.6% | +11.9% | +422.7% | +325.4% |
| All | +434.6% | +10.6% | +424.0% | +325.4% |
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