+48.7%
SRE vs SIMO
+269.6%
-220.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.9% |
| 7D | -0.3% | +4.2% | -4.6% | -0.5% |
| 30D | -0.7% | +4.1% | -4.8% | -1.0% |
| 3M | -6.3% | -12.9% | +6.6% | -6.3% |
| 6M | -10.7% | +110.3% | -121.0% | -14.6% |
| YTD | -3.5% | +178.6% | -182.0% | -9.6% |
| 1Y | +5.3% | +220.0% | -214.7% | -2.6% |
| 3Y | +31.8% | +409.0% | -377.2% | +16.6% |
| All | +48.7% | +269.6% | -220.9% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling