+3,365.1%
SIMO vs SPYG
+1,231.4%
+2,133.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.9% |
| 7D | +4.2% | +0.4% | +3.9% | +3.8% |
| 30D | +4.1% | -0.4% | +4.5% | +4.6% |
| 3M | -12.9% | +0.5% | -13.4% | -11.9% |
| 6M | +110.3% | +17.5% | +92.9% | +78.8% |
| YTD | +178.6% | +14.3% | +164.2% | +144.5% |
| 1Y | +220.0% | +21.7% | +198.3% | +164.2% |
| 3Y | +409.0% | +98.6% | +310.4% | +147.5% |
| 5Y | +277.3% | +85.1% | +192.2% | +89.5% |
| 10Y | +506.6% | +412.0% | +94.6% | -20.9% |
| All | +3,365.1% | +1,231.4% | +2,133.6% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling