+194.9%
SO vs SIMO
+395.4%
-200.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -0.1% | -16.0% | +15.9% | +0.1% |
| 30D | +8.7% | -35.8% | +44.4% | +9.3% |
| 3M | +3.4% | -26.5% | +29.9% | +3.6% |
| 6M | +3.7% | -33.0% | +36.7% | +3.7% |
| YTD | +10.0% | +84.3% | -74.3% | +5.8% |
| 1Y | +6.6% | +82.0% | -75.4% | +2.5% |
| 3Y | +52.5% | +218.5% | -166.0% | +41.0% |
| 5Y | +76.1% | +175.0% | -99.0% | +61.3% |
| 10Y | +194.9% | +407.5% | -212.6% | +145.0% |
| All | +194.9% | +395.4% | -200.5% | +145.0% |
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 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