+201.6%
TGT vs SIMO
+394.4%
-192.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.9% |
| 7D | +2.6% | +4.1% | -1.5% | +2.2% |
| 30D | +4.7% | -24.0% | +28.7% | +6.8% |
| 3M | +4.6% | -31.8% | +36.3% | +7.0% |
| 6M | +34.9% | -36.9% | +71.7% | +36.5% |
| YTD | +70.9% | +84.8% | -13.9% | +42.9% |
| 1Y | +84.4% | +99.0% | -14.6% | +52.1% |
| 3Y | +69.1% | +217.9% | -148.8% | +25.8% |
| 5Y | -26.9% | +171.5% | -198.4% | -45.9% |
| All | +201.6% | +394.4% | -192.8% | +87.8% |
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