+515.5%
SIMO vs SWK
+2.4%
+513.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.4% |
| 7D | +4.2% | -0.4% | +4.7% | +4.4% |
| 30D | +4.1% | -5.7% | +9.8% | +6.1% |
| 3M | -12.9% | +24.1% | -36.9% | -19.2% |
| 6M | +110.3% | +24.7% | +85.6% | +93.2% |
| YTD | +178.6% | +33.9% | +144.6% | +147.7% |
| 1Y | +220.0% | +34.7% | +185.3% | +183.3% |
| 3Y | +409.0% | +15.3% | +393.8% | +358.0% |
| 5Y | +277.3% | -39.3% | +316.6% | +317.6% |
| All | +515.5% | +2.4% | +513.1% | +419.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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