+225.3%
SU vs SIMO
+184.2%
+41.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.6% |
| 7D | +0.3% | +14.9% | -14.5% | -0.8% |
| 30D | -7.9% | -27.0% | +19.1% | -6.0% |
| 3M | +9.2% | -25.4% | +34.5% | +10.6% |
| 6M | +5.5% | -30.3% | +35.7% | +6.0% |
| YTD | +59.5% | +95.8% | -36.3% | +39.9% |
| 1Y | +59.9% | +100.0% | -40.1% | +39.8% |
| 3Y | +130.3% | +238.3% | -108.0% | +82.6% |
| 5Y | +225.3% | +187.6% | +37.7% | +147.3% |
| All | +225.3% | +184.2% | +41.1% | +147.3% |
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