+309.3%
SPY vs SIMO
+423.7%
-114.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | +3.3% | +14.9% | -11.6% | +1.1% |
| 30D | -2.7% | -27.0% | +24.3% | +1.1% |
| 3M | -1.7% | -25.4% | +23.6% | +0.8% |
| 6M | +3.1% | -30.3% | +33.3% | +4.7% |
| YTD | +11.9% | +95.8% | -83.9% | -8.2% |
| 1Y | +12.0% | +100.0% | -88.0% | -8.6% |
| 3Y | +78.2% | +238.3% | -160.1% | +27.7% |
| 5Y | +73.2% | +187.6% | -114.3% | +23.2% |
| All | +309.3% | +423.7% | -114.4% | +137.8% |
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