+70.3%
SLB vs SIMO
+171.3%
-101.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.8% |
| 7D | -4.3% | -16.0% | +11.7% | -2.8% |
| 30D | +1.9% | -35.8% | +37.7% | +5.7% |
| 3M | -5.7% | -26.5% | +20.8% | -3.8% |
| 6M | -5.3% | -33.0% | +27.7% | -3.8% |
| YTD | +32.2% | +84.3% | -52.2% | +17.6% |
| 1Y | +38.5% | +82.0% | -43.5% | +23.4% |
| 3Y | +1.1% | +218.5% | -217.4% | -18.0% |
| 5Y | +70.3% | +175.0% | -104.8% | +34.2% |
| All | +70.3% | +171.3% | -101.0% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling