+481.4%
SIMO vs SPY
+313.2%
+168.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +9.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +4.1% | +0.1% | +4.0% | +4.0% |
| 3M | -12.9% | +2.0% | -14.9% | -13.8% |
| 6M | +110.3% | +13.0% | +97.3% | +88.1% |
| YTD | +178.6% | +13.5% | +165.0% | +148.3% |
| 1Y | +220.0% | +20.0% | +200.0% | +172.3% |
| 3Y | +409.0% | +77.2% | +331.8% | +210.0% |
| 5Y | +277.3% | +81.9% | +195.4% | +123.6% |
| All | +481.4% | +313.2% | +168.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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