+452.3%
SIMO vs SPYG
+100.8%
+351.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.8% |
| 7D | +14.6% | +1.2% | +13.4% | +12.6% |
| 30D | +6.2% | -1.6% | +7.8% | +8.5% |
| 3M | +3.6% | +3.4% | +0.2% | +0.3% |
| 6M | +130.8% | +18.9% | +111.9% | +88.9% |
| YTD | +195.8% | +13.8% | +182.0% | +156.1% |
| 1Y | +225.0% | +20.6% | +204.4% | +165.1% |
| 3Y | +452.3% | +100.5% | +351.8% | +184.6% |
| All | +452.3% | +100.8% | +351.5% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling