-16.6%
SLB vs SIMO
+436.4%
-452.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | 0.0% |
| 7D | -3.7% | -8.2% | +4.5% | -2.6% |
| 30D | +2.9% | -34.6% | +37.5% | +9.4% |
| 3M | +0.2% | -32.6% | +32.8% | +4.9% |
| 6M | -4.4% | -31.8% | +27.4% | -2.4% |
| YTD | +33.4% | +87.6% | -54.2% | +8.0% |
| 1Y | +40.8% | +86.7% | -45.9% | +14.0% |
| 3Y | +3.2% | +227.4% | -224.3% | -28.8% |
| 5Y | +64.8% | +173.0% | -108.2% | +11.9% |
| 10Y | -16.6% | +409.6% | -426.2% | -57.3% |
| All | -16.6% | +436.4% | -452.9% | -57.3% |
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