+238.8%
SU vs SIMO
+394.4%
-155.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.7% |
| 7D | +1.7% | +4.1% | -2.4% | +1.0% |
| 30D | -7.9% | -24.0% | +16.1% | -4.9% |
| 3M | +7.5% | -31.8% | +39.3% | +11.5% |
| 6M | +7.2% | -36.9% | +44.1% | +10.0% |
| YTD | +60.9% | +84.8% | -23.9% | +31.9% |
| 1Y | +63.6% | +99.0% | -35.3% | +31.9% |
| 3Y | +128.9% | +217.9% | -89.1% | +61.9% |
| 5Y | +228.3% | +171.5% | +56.8% | +128.2% |
| All | +238.8% | +394.4% | -155.6% | +83.0% |
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