+208.2%
TGT vs SIMO
+548.4%
-340.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.4% |
| 7D | -3.6% | +14.5% | -18.1% | -5.1% |
| 30D | +4.4% | +20.4% | -16.0% | +1.9% |
| 3M | +25.4% | +7.1% | +18.2% | +22.0% |
| 6M | +33.4% | +129.2% | -95.9% | +13.8% |
| YTD | +65.6% | +201.9% | -136.4% | +33.9% |
| 1Y | +80.3% | +235.5% | -155.2% | +42.8% |
| 3Y | +42.1% | +463.8% | -421.7% | +1.3% |
| 5Y | -25.0% | +306.7% | -331.7% | -45.3% |
| 10Y | +208.2% | +579.5% | -371.2% | +89.4% |
| All | +208.2% | +548.4% | -340.2% | +89.4% |
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