+196.3%
SO vs SIMO
+453.3%
-257.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | +0.1% |
| 7D | +0.8% | +0.9% | -0.2% | +0.7% |
| 30D | +7.8% | -25.4% | +33.2% | +8.2% |
| 3M | +2.9% | -17.8% | +20.7% | +2.9% |
| 6M | +2.5% | -29.6% | +32.0% | +2.4% |
| YTD | +10.3% | +100.3% | -90.1% | +5.9% |
| 1Y | +6.4% | +100.4% | -94.0% | +2.1% |
| 3Y | +52.8% | +246.1% | -193.3% | +41.1% |
| 5Y | +78.7% | +189.8% | -111.1% | +64.0% |
| 10Y | +196.3% | +434.6% | -238.3% | +147.0% |
| All | +196.3% | +453.3% | -257.0% | +147.0% |
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