+967.2%
SMCI vs SIMO
+312.7%
+654.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -4.1% |
| 7D | +5.2% | +14.5% | -9.3% | -0.2% |
| 30D | +23.7% | +20.4% | +3.3% | +14.8% |
| 3M | -4.2% | +7.1% | -11.3% | -8.5% |
| 6M | +21.7% | +129.2% | -107.5% | -17.3% |
| YTD | +33.0% | +201.9% | -168.9% | -21.7% |
| 1Y | -9.3% | +235.5% | -244.8% | -49.6% |
| 3Y | +38.7% | +463.8% | -425.1% | -37.6% |
| 5Y | +967.2% | +306.7% | +660.5% | +416.0% |
| All | +967.2% | +312.7% | +654.4% | +416.0% |
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