+1,770.3%
SMCI vs SIMO
+605.2%
+1,165.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.2% | 0.0% | +4.8% |
| 7D | +1.3% | +11.0% | -9.7% | -2.3% |
| 30D | +6.6% | +17.9% | -11.3% | +0.2% |
| 3M | +25.4% | +3.9% | +21.5% | +21.3% |
| 6M | +26.1% | +131.0% | -104.9% | -10.2% |
| YTD | +37.0% | +209.3% | -172.3% | -13.5% |
| 1Y | -8.8% | +223.8% | -232.5% | -43.5% |
| 3Y | +44.6% | +479.2% | -434.6% | -26.3% |
| 5Y | +995.9% | +316.0% | +679.9% | +484.1% |
| All | +1,770.3% | +605.2% | +1,165.2% | +705.6% |
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 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