+549.0%
SIMO vs SPYG
+420.3%
+128.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -3.7% |
| 7D | +12.5% | -1.8% | +14.4% | +14.5% |
| 30D | +18.4% | -1.9% | +20.3% | +20.6% |
| 3M | +5.6% | +5.2% | +0.5% | +2.0% |
| 6M | +116.9% | +15.6% | +101.4% | +93.6% |
| YTD | +188.4% | +12.4% | +176.0% | +164.4% |
| 1Y | +221.3% | +17.5% | +203.8% | +185.6% |
| 3Y | +438.6% | +98.1% | +340.5% | +218.5% |
| 5Y | +287.9% | +84.9% | +203.0% | +140.4% |
| All | +549.0% | +420.3% | +128.7% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling