+539.6%
SIMO vs TRU
+247.4%
+292.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.7% | +8.7% |
| 7D | +0.9% | 0.0% | +1.0% | +0.9% |
| 30D | -25.4% | +24.3% | -49.6% | -30.5% |
| 3M | -17.8% | +2.3% | -20.1% | -19.9% |
| 6M | -29.6% | +17.7% | -47.2% | -35.9% |
| YTD | +100.3% | -3.8% | +104.1% | +91.9% |
| 1Y | +100.4% | -0.3% | +100.7% | +89.3% |
| 3Y | +246.1% | +58.4% | +187.7% | +168.7% |
| 5Y | +189.8% | -24.0% | +213.8% | +187.2% |
| 10Y | +434.6% | +187.9% | +246.7% | +196.2% |
| All | +539.6% | +247.4% | +292.2% | +245.8% |
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