+118.5%
SRE vs SIMO
+515.6%
-397.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | +1.3% |
| 7D | +1.4% | +14.6% | -13.2% | +0.5% |
| 30D | +1.9% | +6.2% | -4.3% | +1.3% |
| 3M | -3.3% | +3.6% | -6.8% | -4.3% |
| 6M | -6.4% | +130.8% | -137.2% | -13.6% |
| YTD | -1.8% | +195.8% | -197.6% | -11.7% |
| 1Y | +10.7% | +225.0% | -214.3% | -1.5% |
| 3Y | +31.8% | +452.3% | -420.5% | +10.0% |
| 5Y | +49.2% | +303.6% | -254.4% | +25.4% |
| 10Y | +118.5% | +528.8% | -410.2% | +70.4% |
| All | +118.5% | +515.6% | -397.1% | +70.4% |
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