+2,193.0%
SIMO vs WY
+79.6%
+2,113.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -0.7% |
| 7D | -16.0% | +0.2% | -16.2% | -16.4% |
| 30D | -35.8% | +8.0% | -43.8% | -38.9% |
| 3M | -26.5% | -17.7% | -8.8% | -21.4% |
| 6M | -33.0% | -10.8% | -22.2% | -31.9% |
| YTD | +84.3% | -10.6% | +94.9% | +83.8% |
| 1Y | +82.0% | -5.7% | +87.7% | +76.4% |
| 3Y | +218.5% | -24.8% | +243.3% | +236.5% |
| 5Y | +175.0% | -31.7% | +206.8% | +195.4% |
| 10Y | +407.5% | +2.9% | +404.6% | +278.1% |
| All | +2,193.0% | +79.6% | +2,113.4% | +936.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling