+287.9%
SIMO vs TDY
+34.3%
+253.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | +12.5% | -1.9% | +14.4% | +13.4% |
| 30D | +18.4% | -12.5% | +30.9% | +25.8% |
| 3M | +5.6% | -0.8% | +6.4% | +7.1% |
| 6M | +116.9% | -9.0% | +125.9% | +126.4% |
| YTD | +188.4% | +16.8% | +171.6% | +171.1% |
| 1Y | +221.3% | +9.5% | +211.8% | +210.0% |
| 3Y | +438.6% | +45.4% | +393.2% | +372.7% |
| 5Y | +287.9% | +37.8% | +250.1% | +244.5% |
| All | +287.9% | +34.3% | +253.6% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling