+9.5%
SPGI vs SIMO
+269.6%
-260.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.0% |
| 7D | +0.1% | +4.2% | -4.1% | -0.1% |
| 30D | +8.4% | +4.1% | +4.3% | +8.0% |
| 3M | +11.8% | -12.9% | +24.7% | +11.7% |
| 6M | +5.7% | +110.3% | -104.6% | -4.8% |
| YTD | -9.7% | +178.6% | -188.2% | -22.2% |
| 1Y | -12.5% | +220.0% | -232.5% | -26.5% |
| 3Y | +21.8% | +409.0% | -387.2% | -7.1% |
| All | +9.5% | +269.6% | -260.1% | -12.1% |
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