+290.4%
SYY vs SIMO
+2,080.4%
-1,790.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.8% |
| 7D | -7.3% | -22.0% | +14.7% | -5.7% |
| 30D | +0.1% | -43.0% | +43.1% | +3.9% |
| 3M | -8.2% | -39.1% | +30.9% | -5.7% |
| 6M | +6.3% | -33.3% | +39.5% | +7.1% |
| YTD | +7.3% | +77.0% | -69.6% | -2.0% |
| 1Y | +8.5% | +73.0% | -64.5% | -0.8% |
| 3Y | +24.9% | +215.7% | -190.8% | +6.4% |
| 5Y | +8.0% | +155.6% | -147.6% | -7.8% |
| 10Y | +107.2% | +388.4% | -281.2% | +62.9% |
| All | +290.4% | +2,080.4% | -1,790.1% | +137.5% |
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 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