+104.2%
SLB vs SIMO
+1,993.5%
-1,889.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.4% | +10.7% | -1.2% |
| 7D | -7.7% | -31.4% | +23.6% | -1.9% |
| 30D | -0.7% | -45.2% | +44.4% | +9.1% |
| 3M | 0.0% | -36.5% | +36.5% | +5.9% |
| 6M | -10.4% | -34.2% | +23.8% | -7.7% |
| YTD | +31.5% | +69.9% | -38.4% | +10.4% |
| 1Y | +39.1% | +60.4% | -21.3% | +17.9% |
| 3Y | -5.7% | +203.1% | -208.8% | -31.0% |
| 5Y | +65.4% | +145.4% | -80.0% | +20.8% |
| 10Y | -15.6% | +368.9% | -384.5% | -48.1% |
| All | +104.2% | +1,993.5% | -1,889.3% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling