+312.8%
SPY vs SIMO
+514.4%
-201.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.7% |
| 7D | +0.1% | +4.2% | -4.1% | -0.6% |
| 30D | +0.1% | +4.1% | -4.0% | -1.1% |
| 3M | +2.0% | -12.9% | +14.9% | +2.2% |
| 6M | +13.0% | +110.3% | -97.3% | -4.7% |
| YTD | +13.5% | +178.6% | -165.0% | -10.1% |
| 1Y | +20.0% | +220.0% | -200.0% | -8.0% |
| 3Y | +77.2% | +409.0% | -331.8% | +21.5% |
| 5Y | +81.9% | +277.3% | -195.4% | +27.2% |
| All | +312.8% | +514.4% | -201.6% | +144.0% |
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