+88.9%
SYY vs SIMO
+395.4%
-306.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.8% |
| 7D | +4.7% | -16.0% | +20.8% | +6.1% |
| 30D | -0.7% | -35.8% | +35.1% | +2.6% |
| 3M | -6.8% | -26.5% | +19.7% | -5.6% |
| 6M | +8.6% | -33.0% | +41.6% | +9.2% |
| YTD | +8.4% | +84.3% | -75.9% | -5.9% |
| 1Y | +7.1% | +82.0% | -74.9% | -7.0% |
| 3Y | +25.2% | +218.5% | -193.3% | -2.5% |
| 5Y | +13.0% | +175.0% | -162.1% | -13.2% |
| 10Y | +88.9% | +407.5% | -318.6% | +20.2% |
| All | +88.9% | +395.4% | -306.5% | +20.2% |
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 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