+78.7%
SO vs SIMO
+195.0%
-116.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | +0.4% |
| 7D | +0.8% | +0.9% | -0.2% | +0.8% |
| 30D | +7.8% | -25.4% | +33.2% | +7.2% |
| 3M | +2.9% | -17.8% | +20.7% | +2.7% |
| 6M | +2.5% | -29.6% | +32.0% | +2.1% |
| YTD | +10.3% | +100.3% | -90.1% | +11.8% |
| 1Y | +6.4% | +100.4% | -94.0% | +7.8% |
| 3Y | +52.8% | +246.1% | -193.3% | +54.4% |
| 5Y | +78.7% | +189.8% | -111.1% | +78.1% |
| All | +78.7% | +195.0% | -116.3% | +78.1% |
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 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