+3,578.9%
SIMO vs WYNN
+249.2%
+3,329.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +5.9% |
| 7D | +14.6% | +1.8% | +12.8% | +14.0% |
| 30D | +6.2% | -9.8% | +16.1% | +9.6% |
| 3M | +3.6% | -11.8% | +15.4% | +7.3% |
| 6M | +130.8% | -8.8% | +139.6% | +135.2% |
| YTD | +195.8% | -22.8% | +218.6% | +215.6% |
| 1Y | +225.0% | -24.1% | +249.1% | +247.5% |
| 3Y | +452.3% | +0.4% | +451.9% | +429.9% |
| 5Y | +303.6% | -8.7% | +312.3% | +276.6% |
| 10Y | +528.8% | +8.3% | +520.4% | +354.9% |
| All | +3,578.9% | +249.2% | +3,329.7% | +1,116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling