+170.0%
SIMO vs SPG
+84.0%
+86.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +4.1% | +2.0% | +2.1% | +3.6% |
| 30D | -24.0% | +17.2% | -41.2% | -27.7% |
| 3M | -31.8% | +6.3% | -38.1% | -33.2% |
| 6M | -36.9% | +18.7% | -55.6% | -41.4% |
| YTD | +84.8% | +30.1% | +54.7% | +64.2% |
| 1Y | +99.0% | +32.8% | +66.2% | +75.1% |
| 3Y | +217.9% | +133.6% | +84.4% | +123.4% |
| All | +170.0% | +84.0% | +86.0% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling