+318.1%
SIMO vs SNY
+9.4%
+308.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | +11.0% | -3.3% | +14.4% | +11.1% |
| 30D | +17.9% | -2.2% | +20.0% | +17.9% |
| 3M | +3.9% | -3.0% | +6.9% | +3.8% |
| 6M | +131.0% | +2.7% | +128.3% | +128.9% |
| YTD | +209.3% | -6.8% | +216.2% | +210.2% |
| 1Y | +223.8% | -5.3% | +229.0% | +224.0% |
| 3Y | +479.2% | -9.8% | +489.0% | +481.1% |
| All | +318.1% | +9.4% | +308.7% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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