+2,335.3%
SIMO vs SPY
+828.2%
+1,507.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +14.9% | +3.3% | +11.6% | +10.8% |
| 30D | -27.0% | -2.7% | -24.3% | -23.7% |
| 3M | -25.4% | -1.7% | -23.6% | -22.8% |
| 6M | -30.3% | +3.1% | -33.3% | -31.0% |
| YTD | +95.8% | +11.9% | +83.9% | +77.3% |
| 1Y | +100.0% | +12.0% | +88.0% | +81.4% |
| 3Y | +238.3% | +78.2% | +160.1% | +87.6% |
| 5Y | +187.6% | +73.2% | +114.3% | +61.1% |
| 10Y | +422.5% | +309.6% | +112.9% | +2.1% |
| All | +2,335.3% | +828.2% | +1,507.0% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling