+388.8%
SIMO vs TRU
+183.1%
+205.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -24.0% | +21.3% | -45.3% | -28.5% |
| 3M | -31.8% | +0.2% | -32.0% | -33.0% |
| 6M | -36.9% | +22.4% | -59.3% | -43.2% |
| YTD | +84.8% | -4.8% | +89.7% | +78.1% |
| 1Y | +99.0% | -0.2% | +99.2% | +88.2% |
| 3Y | +217.9% | +57.9% | +160.0% | +148.7% |
| 5Y | +171.5% | -26.1% | +197.6% | +174.3% |
| All | +388.8% | +183.1% | +205.7% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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