+789.4%
SIMO vs TRU
+238.0%
+551.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.9% | +14.6% | +10.4% |
| 7D | +4.2% | -6.8% | +11.0% | +6.1% |
| 30D | +4.1% | 0.0% | +4.0% | +3.5% |
| 3M | -12.9% | +13.3% | -26.2% | -18.3% |
| 6M | +110.3% | +3.4% | +106.9% | +102.0% |
| YTD | +178.6% | -6.4% | +185.0% | +172.9% |
| 1Y | +220.0% | -9.7% | +229.7% | +215.0% |
| 3Y | +409.0% | +0.1% | +408.9% | +366.1% |
| 5Y | +277.3% | -34.0% | +311.4% | +300.3% |
| 10Y | +506.6% | +147.9% | +358.7% | +261.3% |
| All | +789.4% | +238.0% | +551.4% | +391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling