+170.0%
SIMO vs SPY
+72.1%
+97.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.2% |
| 7D | +4.1% | +2.6% | +1.5% | +1.1% |
| 30D | -24.0% | -2.0% | -22.0% | -21.2% |
| 3M | -31.8% | -2.8% | -29.0% | -28.5% |
| 6M | -36.9% | +2.1% | -39.0% | -36.8% |
| YTD | +84.8% | +11.5% | +73.3% | +69.1% |
| 1Y | +99.0% | +13.5% | +85.5% | +79.1% |
| 3Y | +217.9% | +77.7% | +140.2% | +102.1% |
| All | +170.0% | +72.1% | +97.9% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling