+3,655.7%
SIMO vs SNY
+140.8%
+3,514.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +14.5% | -3.6% | +18.2% | +16.0% |
| 30D | +20.4% | -1.4% | +21.9% | +20.8% |
| 3M | +7.1% | -4.2% | +11.3% | +7.5% |
| 6M | +129.2% | +2.0% | +127.3% | +123.2% |
| YTD | +201.9% | -6.7% | +208.6% | +204.3% |
| 1Y | +235.5% | -4.7% | +240.2% | +234.7% |
| 3Y | +463.8% | -8.1% | +472.0% | +450.5% |
| 5Y | +306.7% | +8.2% | +298.5% | +256.6% |
| 10Y | +579.5% | +64.8% | +514.6% | +366.2% |
| All | +3,655.7% | +140.8% | +3,514.9% | +1,749.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling