+596.0%
SIMO vs WYNN
+1.1%
+594.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.1% | +7.4% |
| 7D | +11.0% | -4.2% | +15.2% | +12.2% |
| 30D | +17.9% | -14.6% | +32.5% | +22.5% |
| 3M | +3.9% | -18.4% | +22.3% | +8.9% |
| 6M | +131.0% | -11.9% | +142.9% | +136.5% |
| YTD | +209.3% | -26.6% | +235.9% | +229.9% |
| 1Y | +223.8% | -28.5% | +252.3% | +246.8% |
| 3Y | +479.2% | -5.1% | +484.4% | +467.8% |
| 5Y | +316.0% | -10.5% | +326.5% | +298.7% |
| All | +596.0% | +1.1% | +594.9% | +501.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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