+147.8%
SW vs SIMO
+502.1%
-354.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | +0.4% |
| 7D | -5.1% | +4.2% | -9.3% | -5.5% |
| 30D | -4.6% | +4.1% | -8.7% | -5.3% |
| 3M | +9.4% | -12.9% | +22.3% | +9.5% |
| 6M | +3.5% | +110.3% | -106.8% | -7.5% |
| YTD | +22.0% | +178.6% | -156.5% | +4.6% |
| 1Y | +2.2% | +220.0% | -217.8% | -14.2% |
| 3Y | +19.6% | +409.0% | -389.4% | -5.9% |
| 5Y | -2.3% | +277.3% | -279.7% | -22.4% |
| All | +147.8% | +502.1% | -354.3% | +79.4% |
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