+54.1%
T vs SIMO
+436.4%
-382.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.7% |
| 7D | +1.7% | -8.2% | +9.8% | +1.7% |
| 30D | -1.7% | -34.6% | +32.9% | -1.3% |
| 3M | -7.3% | -32.6% | +25.3% | -7.1% |
| 6M | -11.2% | -31.8% | +20.6% | -11.5% |
| YTD | -8.1% | +87.6% | -95.7% | -13.0% |
| 1Y | -8.0% | +86.7% | -94.7% | -13.0% |
| 3Y | +62.1% | +227.4% | -165.3% | +45.7% |
| 5Y | +55.7% | +173.0% | -117.3% | +39.4% |
| 10Y | +54.1% | +409.6% | -355.5% | +21.5% |
| All | +54.1% | +436.4% | -382.3% | +21.5% |
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 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