+2,198.9%
SIMO vs TDY
+1,869.2%
+329.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.3% |
| 7D | +4.1% | +4.1% | 0.0% | +2.1% |
| 30D | -24.0% | +5.7% | -29.7% | -25.4% |
| 3M | -31.8% | -4.4% | -27.3% | -29.4% |
| 6M | -36.9% | +1.2% | -38.1% | -36.1% |
| YTD | +84.8% | +26.0% | +58.8% | +66.0% |
| 1Y | +99.0% | +27.4% | +71.6% | +77.7% |
| 3Y | +217.9% | +67.5% | +150.4% | +146.1% |
| 5Y | +171.5% | +44.9% | +126.6% | +119.7% |
| 10Y | +393.3% | +440.9% | -47.7% | +85.2% |
| All | +2,198.9% | +1,869.2% | +329.7% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling