+460.5%
SPMO vs SIMO
+394.4%
+66.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.5% |
| 7D | +6.3% | +4.1% | +2.2% | +5.5% |
| 30D | -8.9% | -24.0% | +15.1% | -4.6% |
| 3M | -13.2% | -31.8% | +18.5% | -8.1% |
| 6M | -9.3% | -36.9% | +27.6% | -3.8% |
| YTD | +11.6% | +84.8% | -73.3% | -6.6% |
| 1Y | +13.4% | +99.0% | -85.6% | -6.6% |
| 3Y | +122.9% | +217.9% | -95.1% | +63.0% |
| 5Y | +113.9% | +171.5% | -57.5% | +54.8% |
| All | +460.5% | +394.4% | +66.1% | +234.5% |
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 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