-78.9%
TE vs SIMO
+287.1%
-366.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -9.0% |
| 7D | -26.9% | -16.0% | -10.8% | -21.8% |
| 30D | -38.9% | -35.8% | -3.2% | -28.2% |
| 3M | -61.0% | -26.5% | -34.5% | -57.1% |
| 6M | -66.4% | -33.0% | -33.4% | -61.1% |
| YTD | -69.0% | +84.3% | -153.4% | -75.8% |
| 1Y | -54.0% | +82.0% | -136.0% | -63.7% |
| 3Y | +38.0% | +218.5% | -180.5% | -9.8% |
| 5Y | -81.0% | +175.0% | -256.0% | -87.2% |
| All | -78.9% | +287.1% | -366.0% | -86.5% |
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