+1,057.8%
TER vs SIMO
+423.7%
+634.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.2% |
| 7D | +24.0% | +14.9% | +9.1% | +17.0% |
| 30D | -30.6% | -27.0% | -3.7% | -20.8% |
| 3M | -34.5% | -25.4% | -9.1% | -26.0% |
| 6M | -26.4% | -30.3% | +3.9% | -14.1% |
| YTD | +36.4% | +95.8% | -59.4% | -7.6% |
| 1Y | +47.4% | +100.0% | -52.6% | -0.9% |
| 3Y | +202.6% | +238.3% | -35.7% | +56.3% |
| 5Y | +83.9% | +187.6% | -103.7% | -3.4% |
| All | +1,057.8% | +423.7% | +634.0% | +345.2% |
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