+579.5%
SIMO vs WY
+5.8%
+573.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +14.5% | -1.7% | +16.2% | +15.0% |
| 30D | +20.4% | -9.9% | +30.3% | +23.7% |
| 3M | +7.1% | -7.5% | +14.6% | +8.6% |
| 6M | +129.2% | -5.1% | +134.4% | +129.3% |
| YTD | +201.9% | -2.1% | +204.0% | +197.1% |
| 1Y | +235.5% | -7.3% | +242.9% | +235.7% |
| 3Y | +463.8% | -22.6% | +486.5% | +490.5% |
| 5Y | +306.7% | -19.8% | +326.5% | +313.1% |
| 10Y | +579.5% | +9.6% | +569.9% | +485.0% |
| All | +579.5% | +5.8% | +573.7% | +485.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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