+579.5%
SIMO vs SPXS
-99.5%
+679.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +2.6% |
| 7D | +14.5% | +1.2% | +13.3% | +14.9% |
| 30D | +20.4% | +5.2% | +15.2% | +22.6% |
| 3M | +7.1% | -9.2% | +16.3% | +5.2% |
| 6M | +129.2% | -29.6% | +158.8% | +110.1% |
| YTD | +201.9% | -27.6% | +229.6% | +181.3% |
| 1Y | +235.5% | -36.7% | +272.2% | +203.9% |
| 3Y | +463.8% | -79.8% | +543.7% | +305.7% |
| 5Y | +306.7% | -85.9% | +392.6% | +200.2% |
| 10Y | +579.5% | -99.5% | +679.0% | +129.4% |
| All | +579.5% | -99.5% | +679.0% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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