+311.1%
SPOT vs SIMO
+329.6%
-18.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +3.2% |
| 7D | +1.6% | +4.1% | -2.5% | +0.9% |
| 30D | +16.9% | -24.0% | +40.9% | +20.1% |
| 3M | +23.0% | -31.8% | +54.7% | +26.4% |
| 6M | +42.2% | -36.9% | +79.1% | +42.9% |
| YTD | +5.5% | +84.8% | -79.3% | -24.0% |
| 1Y | -5.1% | +99.0% | -104.1% | -33.3% |
| 3Y | +257.9% | +217.9% | +40.0% | +107.0% |
| 5Y | +118.4% | +171.5% | -53.1% | +26.7% |
| All | +311.1% | +329.6% | -18.5% | +102.3% |
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