+307.3%
SPY vs SIMO
+434.7%
-127.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +1.5% |
| 7D | +0.1% | -8.5% | +8.5% | +1.1% |
| 30D | -3.3% | -34.8% | +31.5% | +2.1% |
| 3M | -2.4% | -32.8% | +30.4% | +1.6% |
| 6M | +2.6% | -32.0% | +34.6% | +4.6% |
| YTD | +11.2% | +87.0% | -75.8% | -8.0% |
| 1Y | +13.4% | +86.1% | -72.7% | -6.3% |
| 3Y | +79.9% | +226.4% | -146.5% | +29.6% |
| 5Y | +72.2% | +172.1% | -100.0% | +23.6% |
| 10Y | +307.3% | +408.0% | -100.7% | +138.2% |
| All | +307.3% | +434.7% | -127.4% | +138.2% |
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