+350.4%
SU vs SIMO
+312.7%
+37.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.5% |
| 7D | +1.6% | +14.5% | -12.9% | +0.4% |
| 30D | +10.7% | +20.4% | -9.7% | +8.9% |
| 3M | +13.5% | +7.1% | +6.4% | +11.5% |
| 6M | +21.8% | +129.2% | -107.4% | +9.1% |
| YTD | +58.8% | +201.9% | -143.1% | +36.5% |
| 1Y | +72.0% | +235.5% | -163.5% | +45.2% |
| 3Y | +121.7% | +463.8% | -342.1% | +71.7% |
| 5Y | +350.4% | +306.7% | +43.7% | +269.2% |
| All | +350.4% | +312.7% | +37.7% | +269.2% |
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