+579.5%
SIMO vs SPYG
+424.8%
+154.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +14.5% | +0.3% | +14.2% | +14.1% |
| 30D | +20.4% | -1.7% | +22.1% | +22.4% |
| 3M | +7.1% | +3.6% | +3.5% | +4.8% |
| 6M | +129.2% | +16.6% | +112.7% | +102.8% |
| YTD | +201.9% | +13.4% | +188.6% | +174.5% |
| 1Y | +235.5% | +19.6% | +215.9% | +193.4% |
| 3Y | +463.8% | +99.8% | +364.1% | +230.7% |
| 5Y | +306.7% | +85.0% | +221.7% | +151.9% |
| All | +579.5% | +424.8% | +154.7% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling