+306.7%
SIMO vs TRI
-10.1%
+316.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +3.9% | +2.0% |
| 7D | +14.5% | -8.4% | +22.9% | +13.9% |
| 30D | +20.4% | -6.5% | +26.9% | +19.9% |
| 3M | +7.1% | +18.6% | -11.5% | +5.2% |
| 6M | +129.2% | -10.4% | +139.7% | +136.7% |
| YTD | +201.9% | -23.7% | +225.6% | +226.7% |
| 1Y | +235.5% | -42.5% | +278.0% | +302.4% |
| 3Y | +463.8% | -19.3% | +483.1% | +468.1% |
| 5Y | +306.7% | -9.7% | +316.4% | +311.0% |
| All | +306.7% | -10.1% | +316.8% | +311.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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