+408.0%
SIMO vs SPG
+117.3%
+290.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.2% |
| 7D | -8.5% | +5.1% | -13.5% | -9.4% |
| 30D | -34.8% | +16.8% | -51.7% | -37.2% |
| 3M | -32.8% | +5.7% | -38.5% | -33.8% |
| 6M | -32.0% | +17.8% | -49.8% | -35.2% |
| YTD | +87.0% | +30.1% | +56.9% | +73.5% |
| 1Y | +86.1% | +32.8% | +53.3% | +71.8% |
| 3Y | +226.4% | +137.2% | +89.2% | +163.2% |
| 5Y | +172.1% | +81.5% | +90.7% | +129.5% |
| 10Y | +408.0% | +116.5% | +291.5% | +308.4% |
| All | +408.0% | +117.3% | +290.7% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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