-48.5%
TE vs SIMO
+521.1%
-569.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +6.2% | +3.8% | +7.8% |
| 7D | +18.2% | +14.6% | +3.6% | +12.6% |
| 30D | -13.5% | +6.2% | -19.7% | -16.1% |
| 3M | -44.6% | +3.6% | -48.1% | -45.2% |
| 6M | -24.7% | +130.8% | -155.5% | -43.6% |
| YTD | -24.3% | +195.8% | -220.0% | -49.9% |
| 1Y | +155.6% | +225.0% | -69.4% | +64.8% |
| 3Y | -18.3% | +452.3% | -470.6% | -55.6% |
| 5Y | -41.3% | +303.6% | -344.9% | -66.4% |
| All | -48.5% | +521.1% | -569.6% | -72.1% |
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