+384.8%
SIMO vs SPY
+312.9%
+71.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +3.8% |
| 7D | -22.0% | -2.7% | -19.3% | -19.3% |
| 30D | -43.0% | -5.4% | -37.7% | -39.0% |
| 3M | -39.1% | -4.1% | -35.0% | -35.6% |
| 6M | -33.3% | +0.7% | -34.0% | -32.2% |
| YTD | +77.0% | +8.7% | +68.3% | +67.2% |
| 1Y | +73.0% | +10.9% | +62.1% | +60.6% |
| 3Y | +215.7% | +75.0% | +140.7% | +98.5% |
| 5Y | +155.6% | +67.8% | +87.8% | +66.7% |
| All | +384.8% | +312.9% | +71.9% | +20.9% |
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