-0.1%
SW vs SIMO
+184.3%
-184.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.6% | +13.7% | +4.9% |
| 7D | +12.1% | -16.9% | +28.9% | +13.6% |
| 30D | +6.6% | -35.4% | +41.9% | +10.2% |
| 3M | -6.0% | -31.9% | +25.9% | -3.9% |
| 6M | +21.5% | -19.3% | +40.8% | +20.1% |
| YTD | +20.3% | +98.5% | -78.1% | +2.7% |
| 1Y | +28.1% | +100.5% | -72.4% | +9.0% |
| 3Y | +51.6% | +254.1% | -202.5% | +16.5% |
| 5Y | -0.1% | +187.4% | -187.5% | -21.9% |
| All | -0.1% | +184.3% | -184.4% | -21.9% |
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