+1,512.4%
SPGI vs SIMO
+2,080.4%
-568.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -1.6% |
| 7D | +0.3% | -22.0% | +22.3% | +3.5% |
| 30D | +18.4% | -43.0% | +61.4% | +27.1% |
| 3M | +15.7% | -39.1% | +54.8% | +21.6% |
| 6M | +17.3% | -33.3% | +50.6% | +18.1% |
| YTD | -4.7% | +77.0% | -81.7% | -21.2% |
| 1Y | +1.8% | +73.0% | -71.2% | -15.7% |
| 3Y | +31.7% | +215.7% | -184.0% | -4.8% |
| 5Y | +12.1% | +155.6% | -143.6% | -18.7% |
| 10Y | +341.9% | +388.4% | -46.4% | +170.3% |
| All | +1,512.4% | +2,080.4% | -568.0% | +401.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling