+308.7%
TMUS vs SIMO
+479.9%
-171.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.7% | -12.2% | -4.0% |
| 7D | +0.1% | +4.2% | -4.1% | -0.2% |
| 30D | +5.3% | +4.1% | +1.2% | +4.8% |
| 3M | +3.1% | -12.9% | +16.0% | +3.0% |
| 6M | -16.5% | +110.3% | -126.8% | -23.5% |
| YTD | -9.2% | +178.6% | -187.7% | -19.3% |
| 1Y | -26.5% | +220.0% | -246.5% | -35.9% |
| 3Y | +39.0% | +409.0% | -370.0% | +12.8% |
| 5Y | +40.4% | +277.3% | -236.9% | +15.2% |
| All | +308.7% | +479.9% | -171.1% | +192.5% |
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