-3.3%
SLB vs SIMO
+502.1%
-505.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.3% |
| 7D | +0.8% | +4.2% | -3.4% | +0.1% |
| 30D | +15.8% | +4.1% | +11.7% | +14.3% |
| 3M | -0.3% | -12.9% | +12.5% | -0.2% |
| 6M | +21.3% | +110.3% | -89.0% | +0.3% |
| YTD | +52.3% | +178.6% | -126.3% | +17.5% |
| 1Y | +63.6% | +220.0% | -156.4% | +21.7% |
| 3Y | +3.8% | +409.0% | -405.3% | -32.4% |
| 5Y | +128.6% | +277.3% | -148.7% | +51.2% |
| All | -3.3% | +502.1% | -505.5% | -50.5% |
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