-46.4%
TOST vs SIMO
+173.4%
-219.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -4.7% | +14.9% | -19.5% | -6.6% |
| 30D | +8.5% | -27.0% | +35.5% | +12.5% |
| 3M | -1.6% | -25.4% | +23.8% | +0.2% |
| 6M | +44.1% | -30.3% | +74.4% | +42.6% |
| YTD | -5.6% | +95.8% | -101.4% | -35.4% |
| 1Y | -12.6% | +100.0% | -112.6% | -40.8% |
| 3Y | +137.6% | +238.3% | -100.7% | +26.5% |
| 5Y | -30.4% | +187.6% | -217.9% | -63.4% |
| All | -46.4% | +173.4% | -219.8% | -71.2% |
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