+16.0%
SPGI vs SIMO
+195.0%
-179.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | +0.1% |
| 7D | -1.4% | +0.9% | -2.3% | -1.4% |
| 30D | +15.3% | -25.4% | +40.7% | +16.1% |
| 3M | +16.5% | -17.8% | +34.3% | +16.4% |
| 6M | +19.8% | -29.6% | +49.4% | +19.0% |
| YTD | -3.2% | +100.3% | -103.6% | -15.9% |
| 1Y | +1.8% | +100.4% | -98.6% | -11.7% |
| 3Y | +30.6% | +246.1% | -215.5% | +1.2% |
| 5Y | +16.0% | +189.8% | -173.8% | -11.2% |
| All | +16.0% | +195.0% | -179.0% | -11.2% |
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