+384.8%
SIMO vs SPG
+109.7%
+275.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.0% |
| 7D | -22.0% | +4.9% | -26.9% | -22.9% |
| 30D | -43.0% | +15.6% | -58.7% | -45.0% |
| 3M | -39.1% | +4.1% | -43.2% | -39.9% |
| 6M | -33.3% | +13.6% | -46.9% | -35.9% |
| YTD | +77.0% | +27.5% | +49.4% | +64.9% |
| 1Y | +73.0% | +32.2% | +40.8% | +59.7% |
| 3Y | +215.7% | +126.0% | +89.7% | +157.2% |
| 5Y | +155.6% | +74.7% | +80.9% | +117.2% |
| All | +384.8% | +109.7% | +275.1% | +291.5% |
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