+379.1%
TPR vs SIMO
+379.7%
-0.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.9% |
| 7D | +14.2% | -22.0% | +36.2% | +19.0% |
| 30D | +17.1% | -43.0% | +60.1% | +29.4% |
| 3M | -17.7% | -39.1% | +21.4% | -12.0% |
| 6M | -10.2% | -33.3% | +23.1% | -9.5% |
| YTD | +4.9% | +77.0% | -72.1% | -24.2% |
| 1Y | +36.1% | +73.0% | -36.9% | -1.2% |
| 3Y | +416.5% | +215.7% | +200.7% | +200.4% |
| 5Y | +254.8% | +155.6% | +99.1% | +107.4% |
| All | +379.1% | +379.7% | -0.6% | +108.7% |
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