+86.7%
SYY vs SIMO
+394.4%
-307.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.6% |
| 7D | +0.3% | +4.1% | -3.8% | -0.1% |
| 30D | -4.8% | -24.0% | +19.2% | -3.1% |
| 3M | -7.1% | -31.8% | +24.7% | -5.2% |
| 6M | +6.8% | -36.9% | +43.7% | +8.1% |
| YTD | +7.7% | +84.8% | -77.2% | -6.6% |
| 1Y | +5.7% | +99.0% | -93.3% | -9.4% |
| 3Y | +24.6% | +217.9% | -193.4% | -3.1% |
| 5Y | +15.6% | +171.5% | -155.8% | -10.9% |
| All | +86.7% | +394.4% | -307.7% | +18.4% |
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