+343.3%
SPGI vs SIMO
+394.4%
-51.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.6% |
| 7D | +1.2% | +4.1% | -2.9% | +0.8% |
| 30D | +15.9% | -24.0% | +39.9% | +18.2% |
| 3M | +12.3% | -31.8% | +44.1% | +14.8% |
| 6M | +23.7% | -36.9% | +60.6% | +24.7% |
| YTD | -3.5% | +84.8% | -88.4% | -20.6% |
| 1Y | +0.4% | +99.0% | -98.6% | -18.6% |
| 3Y | +29.9% | +217.9% | -188.0% | -7.1% |
| 5Y | +15.2% | +171.5% | -156.3% | -18.4% |
| All | +343.3% | +394.4% | -51.1% | +153.1% |
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 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