+526.3%
SPMO vs SIMO
+548.4%
-22.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | +2.7% | +14.5% | -11.8% | 0.0% |
| 30D | +1.1% | +20.4% | -19.3% | -2.8% |
| 3M | +2.0% | +7.1% | -5.1% | -0.7% |
| 6M | +26.5% | +129.2% | -102.7% | +4.7% |
| YTD | +26.5% | +201.9% | -175.4% | -1.9% |
| 1Y | +27.9% | +235.5% | -207.6% | -3.4% |
| 3Y | +160.4% | +463.8% | -303.5% | +74.1% |
| 5Y | +151.5% | +306.7% | -155.2% | +72.1% |
| 10Y | +526.3% | +579.5% | -53.1% | +254.6% |
| All | +526.3% | +548.4% | -22.1% | +254.6% |
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 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