+2,335.3%
SIMO vs SPYG
+1,169.1%
+1,166.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.9% |
| 7D | +14.9% | +4.2% | +10.6% | +9.8% |
| 30D | -27.0% | -7.4% | -19.6% | -18.8% |
| 3M | -25.4% | -5.3% | -20.1% | -18.9% |
| 6M | -30.3% | -1.2% | -29.1% | -26.5% |
| YTD | +95.8% | +9.0% | +86.8% | +85.5% |
| 1Y | +100.0% | +8.8% | +91.2% | +90.3% |
| 3Y | +238.3% | +92.8% | +145.5% | +74.0% |
| 5Y | +187.6% | +69.3% | +118.3% | +64.2% |
| 10Y | +422.5% | +398.4% | +24.1% | -28.5% |
| All | +2,335.3% | +1,169.1% | +1,166.2% | -1.9% |
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