+415.5%
SIMO vs SPG
+112.6%
+302.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.9% |
| 7D | +4.2% | -2.4% | +6.6% | +4.8% |
| 30D | +4.1% | -6.8% | +10.9% | +5.8% |
| 3M | -12.9% | +2.7% | -15.6% | -15.5% |
| 6M | +110.3% | +5.5% | +104.9% | +101.1% |
| YTD | +178.6% | +15.7% | +162.9% | +154.5% |
| 1Y | +220.0% | +20.9% | +199.1% | +185.4% |
| All | +415.5% | +112.6% | +302.9% | +285.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling