+303.6%
SIMO vs WY
-21.5%
+325.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.4% |
| 7D | +14.6% | -2.1% | +16.7% | +15.0% |
| 30D | +6.2% | -10.5% | +16.7% | +8.0% |
| 3M | +3.6% | -4.9% | +8.4% | +3.8% |
| 6M | +130.8% | -4.9% | +135.7% | +130.2% |
| YTD | +195.8% | -1.7% | +197.4% | +190.5% |
| 1Y | +225.0% | -9.4% | +234.4% | +227.3% |
| 3Y | +452.3% | -22.3% | +474.6% | +475.0% |
| 5Y | +303.6% | -20.5% | +324.1% | +316.1% |
| All | +303.6% | -21.5% | +325.1% | +316.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling