-44.5%
TOST vs SIMO
+147.1%
-191.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -2.0% |
| 7D | +9.4% | -22.0% | +31.4% | +12.8% |
| 30D | +13.5% | -43.0% | +56.5% | +22.2% |
| 3M | -0.1% | -39.1% | +39.0% | +5.0% |
| 6M | +22.5% | -33.3% | +55.7% | +21.0% |
| YTD | -2.4% | +77.0% | -79.3% | -32.2% |
| 1Y | -4.7% | +73.0% | -77.7% | -33.4% |
| 3Y | +103.2% | +215.7% | -112.5% | +8.6% |
| 5Y | -41.2% | +155.6% | -196.9% | -68.1% |
| All | -44.5% | +147.1% | -191.6% | -69.7% |
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