+2,233.7%
SIMO vs SPY
+822.8%
+1,410.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +2.9% |
| 7D | -8.2% | +0.1% | -8.2% | -7.8% |
| 30D | -34.6% | -3.3% | -31.3% | -31.2% |
| 3M | -32.6% | -2.4% | -30.2% | -29.8% |
| 6M | -31.8% | +2.6% | -34.4% | -32.2% |
| YTD | +87.6% | +11.2% | +76.4% | +70.9% |
| 1Y | +86.7% | +13.4% | +73.3% | +66.7% |
| 3Y | +227.4% | +79.9% | +147.5% | +79.5% |
| 5Y | +173.0% | +72.2% | +100.8% | +53.8% |
| 10Y | +409.6% | +307.3% | +102.3% | +0.2% |
| All | +2,233.7% | +822.8% | +1,410.9% | +78.5% |
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