+175.2%
SO vs SIMO
+379.7%
-204.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -1.1% |
| 7D | -1.5% | -22.0% | +20.5% | -1.2% |
| 30D | +8.1% | -43.0% | +51.1% | +8.9% |
| 3M | +0.2% | -39.1% | +39.4% | +0.7% |
| 6M | +0.4% | -33.3% | +33.7% | +0.3% |
| YTD | +8.5% | +77.0% | -68.5% | +4.4% |
| 1Y | +4.9% | +73.0% | -68.1% | +1.0% |
| 3Y | +47.9% | +215.7% | -167.8% | +36.5% |
| 5Y | +75.7% | +155.6% | -80.0% | +61.6% |
| All | +175.2% | +379.7% | -204.5% | +127.6% |
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