+384.8%
SIMO vs SWK
+29.6%
+355.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | -22.0% | +11.0% | -33.0% | -25.2% |
| 30D | -43.0% | +30.1% | -73.1% | -48.4% |
| 3M | -39.1% | +14.7% | -53.8% | -42.5% |
| 6M | -33.3% | +44.5% | -77.8% | -41.8% |
| YTD | +77.0% | +59.4% | +17.6% | +46.8% |
| 1Y | +73.0% | +77.5% | -4.5% | +37.9% |
| 3Y | +215.7% | +49.5% | +166.3% | +157.8% |
| 5Y | +155.6% | -24.9% | +180.5% | +160.5% |
| All | +384.8% | +29.6% | +355.2% | +293.1% |
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