+357.0%
TPR vs SIMO
+423.7%
-66.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.1% |
| 7D | -1.1% | +14.9% | -16.0% | -4.0% |
| 30D | +15.1% | -27.0% | +42.1% | +20.9% |
| 3M | -13.4% | -25.4% | +12.0% | -11.2% |
| 6M | +1.4% | -30.3% | +31.6% | +1.5% |
| YTD | +4.8% | +95.8% | -91.0% | -25.9% |
| 1Y | +29.2% | +100.0% | -70.8% | -9.5% |
| 3Y | +403.7% | +238.3% | +165.4% | +189.5% |
| 5Y | +230.8% | +187.6% | +43.3% | +88.1% |
| All | +357.0% | +423.7% | -66.7% | +94.9% |
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