+290.8%
SYY vs SIMO
+2,368.1%
-2,077.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.5% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | -2.2% | -25.4% | +23.2% | -0.6% |
| 3M | -8.0% | -17.8% | +9.7% | -7.7% |
| 6M | +7.5% | -29.6% | +37.0% | +7.9% |
| YTD | +7.4% | +100.3% | -92.9% | -2.8% |
| 1Y | +4.9% | +100.4% | -95.5% | -5.3% |
| 3Y | +24.1% | +246.1% | -222.0% | +5.0% |
| 5Y | +13.4% | +189.8% | -176.4% | -4.2% |
| 10Y | +87.5% | +434.6% | -347.1% | +46.3% |
| All | +290.8% | +2,368.1% | -2,077.3% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling