+528.8%
SIMO vs SPG
+61.5%
+467.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.9% |
| 7D | +14.6% | 0.0% | +14.6% | +14.6% |
| 30D | +6.2% | -4.9% | +11.2% | +7.4% |
| 3M | +3.6% | +3.3% | +0.2% | +2.1% |
| 6M | +130.8% | +11.2% | +119.6% | +122.9% |
| YTD | +195.8% | +17.1% | +178.7% | +181.7% |
| 1Y | +225.0% | +21.6% | +203.4% | +206.4% |
| 3Y | +452.3% | +111.9% | +340.4% | +357.8% |
| 5Y | +303.6% | +106.9% | +196.7% | +233.0% |
| 10Y | +528.8% | +62.2% | +466.6% | +437.1% |
| All | +528.8% | +61.5% | +467.2% | +437.1% |
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