+112.0%
SYY vs SIMO
+548.4%
-436.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.0% |
| 7D | -0.2% | +14.5% | -14.7% | -1.6% |
| 30D | -2.7% | +20.4% | -23.2% | -4.7% |
| 3M | +5.9% | +7.1% | -1.2% | +3.6% |
| 6M | -2.3% | +129.2% | -131.6% | -14.2% |
| YTD | +13.1% | +201.9% | -188.8% | -4.7% |
| 1Y | +3.8% | +235.5% | -231.8% | -14.3% |
| 3Y | +26.7% | +463.8% | -437.1% | -5.3% |
| 5Y | +19.4% | +306.7% | -287.3% | -8.9% |
| 10Y | +112.0% | +579.5% | -467.5% | +32.1% |
| All | +112.0% | +548.4% | -436.4% | +32.1% |
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