+173.0%
SIMO vs TRU
-25.5%
+198.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.4% |
| 7D | -8.2% | +4.9% | -13.1% | -8.8% |
| 30D | -34.6% | +26.9% | -61.5% | -37.4% |
| 3M | -32.6% | +4.0% | -36.6% | -33.6% |
| 6M | -31.8% | +15.8% | -47.6% | -35.6% |
| YTD | +87.6% | -2.6% | +90.2% | +83.6% |
| 1Y | +86.7% | +3.9% | +82.8% | +78.8% |
| 3Y | +227.4% | +59.2% | +168.2% | +177.3% |
| 5Y | +173.0% | -25.7% | +198.7% | +216.7% |
| All | +173.0% | -25.5% | +198.5% | +216.7% |
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