+388.8%
SIMO vs SPXU
-99.5%
+488.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -5.2% |
| 7D | +4.1% | -7.6% | +11.7% | +1.6% |
| 30D | -24.0% | +5.3% | -29.3% | -21.1% |
| 3M | -31.8% | +9.6% | -41.4% | -27.8% |
| 6M | -36.9% | -4.5% | -32.4% | -35.1% |
| YTD | +84.8% | -25.9% | +110.7% | +77.7% |
| 1Y | +99.0% | -28.9% | +127.9% | +89.6% |
| 3Y | +217.9% | -80.5% | +298.4% | +130.4% |
| 5Y | +171.5% | -83.4% | +254.8% | +114.8% |
| All | +388.8% | -99.5% | +488.3% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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