+265.7%
SU vs SIMO
+557.5%
-291.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.5% |
| 7D | +1.7% | +12.5% | -10.9% | -0.2% |
| 30D | +9.6% | +18.4% | -8.8% | +6.5% |
| 3M | +11.7% | +5.6% | +6.1% | +8.4% |
| 6M | +21.9% | +116.9% | -95.0% | +1.7% |
| YTD | +58.6% | +188.4% | -129.8% | +24.1% |
| 1Y | +66.5% | +221.3% | -154.7% | +26.5% |
| 3Y | +121.4% | +438.6% | -317.1% | +47.1% |
| 5Y | +355.7% | +287.9% | +67.8% | +209.5% |
| All | +265.7% | +557.5% | -291.8% | +98.5% |
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 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