+185.4%
SW vs SIMO
+360.6%
-175.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.4% | +12.9% | -0.3% |
| 7D | +4.7% | -31.4% | +36.0% | +7.8% |
| 30D | +5.0% | -45.2% | +50.2% | +10.1% |
| 3M | -7.3% | -36.5% | +29.2% | -4.8% |
| 6M | +15.0% | -34.2% | +49.2% | +16.1% |
| YTD | +18.5% | +69.9% | -51.4% | +5.0% |
| 1Y | +27.1% | +60.4% | -33.3% | +13.4% |
| 3Y | +49.3% | +203.1% | -153.8% | +21.6% |
| 5Y | -1.6% | +145.4% | -147.1% | -19.8% |
| All | +185.4% | +360.6% | -175.2% | +109.0% |
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