+189.8%
SIMO vs SPYG
+71.0%
+118.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +6.9% |
| 7D | +0.9% | -1.5% | +2.4% | +3.3% |
| 30D | -25.4% | -7.2% | -18.2% | -18.3% |
| 3M | -17.8% | -4.6% | -13.1% | -12.0% |
| 6M | -29.6% | -1.2% | -28.3% | -26.1% |
| YTD | +100.3% | +9.3% | +91.0% | +92.6% |
| 1Y | +100.4% | +8.8% | +91.5% | +93.8% |
| 3Y | +246.1% | +93.3% | +152.8% | +129.5% |
| 5Y | +189.8% | +71.7% | +118.1% | +128.8% |
| All | +189.8% | +71.0% | +118.9% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling