+365.5%
SIMO vs SWK
+30.0%
+335.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.6% | -11.8% | -13.6% |
| 7D | -31.4% | +11.3% | -42.6% | -34.3% |
| 30D | -45.2% | +28.1% | -73.3% | -50.1% |
| 3M | -36.5% | +12.6% | -49.1% | -39.7% |
| 6M | -34.2% | +51.7% | -85.9% | -43.6% |
| YTD | +69.9% | +60.0% | +9.9% | +40.8% |
| 1Y | +60.4% | +72.7% | -12.3% | +29.2% |
| 3Y | +203.1% | +46.3% | +156.8% | +149.4% |
| 5Y | +145.4% | -24.6% | +170.1% | +149.9% |
| All | +365.5% | +30.0% | +335.4% | +277.0% |
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