+334.0%
SPGI vs SIMO
+395.4%
-61.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.6% | -16.0% | +17.6% | +3.1% |
| 30D | +16.1% | -35.8% | +51.8% | +20.4% |
| 3M | +15.5% | -26.5% | +41.9% | +17.0% |
| 6M | +19.6% | -33.0% | +52.7% | +19.5% |
| YTD | -3.6% | +84.3% | -87.9% | -20.6% |
| 1Y | +2.2% | +82.0% | -79.8% | -15.7% |
| 3Y | +30.1% | +218.5% | -188.4% | -6.9% |
| 5Y | +14.9% | +175.0% | -160.1% | -18.8% |
| 10Y | +334.0% | +407.5% | -73.5% | +149.6% |
| All | +334.0% | +395.4% | -61.4% | +149.6% |
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