+19.3%
SYY vs SIMO
+297.1%
-277.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -0.5% |
| 7D | -2.8% | +14.6% | -17.4% | -3.3% |
| 30D | -5.3% | +6.2% | -11.5% | -5.6% |
| 3M | +5.1% | +3.6% | +1.5% | +4.3% |
| 6M | -5.0% | +130.8% | -135.8% | -11.0% |
| YTD | +10.7% | +195.8% | -185.1% | +1.8% |
| 1Y | +0.7% | +225.0% | -224.3% | -8.2% |
| 3Y | +24.0% | +452.3% | -428.3% | +6.9% |
| 5Y | +19.3% | +303.6% | -284.3% | +5.5% |
| All | +19.3% | +297.1% | -277.8% | +5.5% |
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