+1,750.9%
TSCO vs SIMO
+2,177.2%
-426.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.1% |
| 7D | +0.3% | +4.1% | -3.8% | -0.3% |
| 30D | +11.3% | -24.0% | +35.3% | +13.7% |
| 3M | +1.5% | -31.8% | +33.2% | +4.0% |
| 6M | +24.0% | -36.9% | +60.8% | +25.7% |
| YTD | -25.7% | +84.8% | -110.5% | -36.2% |
| 1Y | -33.6% | +99.0% | -132.5% | -43.6% |
| 3Y | -1.5% | +217.9% | -219.5% | -23.4% |
| 5Y | -9.6% | +171.5% | -181.1% | -30.1% |
| 10Y | +200.8% | +393.3% | -192.5% | +103.5% |
| All | +1,750.9% | +2,177.2% | -426.4% | +659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling