+306.8%
SPOT vs SIMO
+328.5%
-21.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.2% |
| 7D | +1.0% | -16.0% | +17.0% | +3.3% |
| 30D | +14.6% | -35.8% | +50.3% | +21.1% |
| 3M | +18.4% | -26.5% | +44.9% | +20.0% |
| 6M | +45.1% | -33.0% | +78.1% | +43.8% |
| YTD | +4.4% | +84.3% | -80.0% | -24.7% |
| 1Y | -2.7% | +82.0% | -84.7% | -29.7% |
| 3Y | +254.6% | +218.5% | +36.1% | +105.1% |
| 5Y | +124.8% | +175.0% | -50.3% | +30.0% |
| All | +306.8% | +328.5% | -21.7% | +100.5% |
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