+11.1%
SMR vs SIMO
+310.0%
-298.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.2% | +9.1% | +13.3% |
| 7D | +21.4% | +14.6% | +6.8% | +16.4% |
| 30D | +13.8% | +6.2% | +7.6% | +10.7% |
| 3M | +3.9% | +3.6% | +0.3% | +0.7% |
| 6M | -4.2% | +130.8% | -135.0% | -30.5% |
| YTD | -21.1% | +195.8% | -216.9% | -49.6% |
| 1Y | -67.1% | +225.0% | -292.1% | -79.3% |
| 3Y | +88.9% | +452.3% | -363.5% | +3.0% |
| All | +11.1% | +310.0% | -298.9% | -38.1% |
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