+1,428.7%
SPGI vs SIMO
+3,332.4%
-1,903.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.9% |
| 7D | +0.1% | +4.2% | -4.1% | -0.6% |
| 30D | +8.4% | +4.1% | +4.3% | +7.0% |
| 3M | +11.8% | -12.9% | +24.7% | +11.2% |
| 6M | +5.7% | +110.3% | -104.6% | -11.8% |
| YTD | -9.7% | +178.6% | -188.2% | -28.9% |
| 1Y | -12.5% | +220.0% | -232.5% | -33.3% |
| 3Y | +21.8% | +409.0% | -387.2% | -16.6% |
| 5Y | +8.2% | +277.3% | -269.1% | -24.5% |
| 10Y | +309.5% | +506.6% | -197.1% | +147.6% |
| All | +1,428.7% | +3,332.4% | -1,903.7% | +352.6% |
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 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