+306.7%
SIMO vs TRU
-36.4%
+343.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +14.5% | -6.5% | +21.0% | +15.7% |
| 30D | +20.4% | -2.5% | +22.9% | +20.5% |
| 3M | +7.1% | +10.4% | -3.2% | +2.6% |
| 6M | +129.2% | +1.6% | +127.6% | +123.3% |
| YTD | +201.9% | -9.7% | +211.6% | +200.8% |
| 1Y | +235.5% | -17.3% | +252.8% | +241.7% |
| 3Y | +463.8% | -1.8% | +465.7% | +436.8% |
| 5Y | +306.7% | -36.2% | +342.9% | +378.3% |
| All | +306.7% | -36.4% | +343.1% | +378.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling