-14.2%
SLB vs SIMO
+453.3%
-467.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.5% | +0.7% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | +4.5% | -25.4% | +29.9% | +8.7% |
| 3M | -4.6% | -17.8% | +13.2% | -3.3% |
| 6M | -6.3% | -29.6% | +23.3% | -4.7% |
| YTD | +35.0% | +100.3% | -65.4% | +8.0% |
| 1Y | +38.8% | +100.4% | -61.6% | +11.0% |
| 3Y | +3.3% | +246.1% | -242.8% | -29.4% |
| 5Y | +73.6% | +189.8% | -116.2% | +16.7% |
| 10Y | -14.2% | +434.6% | -448.8% | -56.8% |
| All | -14.2% | +453.3% | -467.5% | -56.8% |
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