+3,365.1%
SIMO vs SM
+48.5%
+3,316.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.5% | +11.2% | +9.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | +4.1% | +26.3% | -22.2% | -0.2% |
| 3M | -12.9% | +8.7% | -21.6% | -14.8% |
| 6M | +110.3% | +51.7% | +58.7% | +93.1% |
| YTD | +178.6% | +99.0% | +79.5% | +143.5% |
| 1Y | +220.0% | +34.6% | +185.4% | +196.8% |
| 3Y | +409.0% | -7.8% | +416.8% | +391.4% |
| 5Y | +277.3% | +104.8% | +172.5% | +203.9% |
| 10Y | +506.6% | +7.2% | +499.4% | +285.8% |
| All | +3,365.1% | +48.5% | +3,316.5% | +1,185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling