+128.5%
SRE vs SIMO
+423.7%
-295.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.1% |
| 7D | -1.1% | +14.9% | -15.9% | -2.0% |
| 30D | -4.1% | -27.0% | +22.9% | -2.6% |
| 3M | -7.3% | -25.4% | +18.1% | -6.3% |
| 6M | -14.1% | -30.3% | +16.1% | -13.6% |
| YTD | -8.5% | +95.8% | -104.3% | -16.3% |
| 1Y | -12.0% | +100.0% | -112.0% | -19.7% |
| 3Y | +23.4% | +238.3% | -214.9% | +5.2% |
| 5Y | +51.3% | +187.6% | -136.3% | +27.9% |
| All | +128.5% | +423.7% | -295.2% | +71.9% |
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