-14.4%
SLB vs SIMO
+423.7%
-438.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +2.6% | +14.9% | -12.3% | +0.2% |
| 30D | +4.4% | -27.0% | +31.4% | +9.0% |
| 3M | -2.7% | -25.4% | +22.7% | +0.3% |
| 6M | -7.5% | -30.3% | +22.7% | -5.9% |
| YTD | +34.8% | +95.8% | -61.0% | +8.3% |
| 1Y | +44.6% | +100.0% | -55.4% | +15.5% |
| 3Y | +3.2% | +238.3% | -235.1% | -29.2% |
| 5Y | +73.6% | +187.6% | -114.0% | +16.5% |
| All | -14.4% | +423.7% | -438.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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