+185.6%
TSCO vs SIMO
+557.5%
-371.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.1% |
| 7D | -3.1% | +12.5% | -15.7% | -4.0% |
| 30D | -4.4% | +18.4% | -22.8% | -5.8% |
| 3M | +9.7% | +5.6% | +4.1% | +8.0% |
| 6M | -32.4% | +116.9% | -149.3% | -39.7% |
| YTD | -31.7% | +188.4% | -220.1% | -41.6% |
| 1Y | -41.3% | +221.3% | -262.5% | -50.7% |
| 3Y | -18.3% | +438.6% | -456.9% | -37.3% |
| 5Y | -10.3% | +287.9% | -298.2% | -29.8% |
| All | +185.6% | +557.5% | -371.9% | +86.4% |
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