-44.5%
TOST vs SIMO
+158.1%
-202.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.6% | +9.1% | +4.2% |
| 7D | 0.0% | +4.1% | -4.1% | -0.7% |
| 30D | +16.2% | -24.0% | +40.2% | +19.5% |
| 3M | -1.5% | -31.8% | +30.2% | +1.6% |
| 6M | +55.3% | -36.9% | +92.2% | +56.6% |
| YTD | -2.3% | +84.8% | -87.2% | -32.7% |
| 1Y | -5.5% | +99.0% | -104.5% | -36.8% |
| 3Y | +151.1% | +217.9% | -66.8% | +35.0% |
| 5Y | -27.9% | +171.5% | -199.4% | -61.8% |
| All | -44.5% | +158.1% | -202.6% | -70.0% |
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