+1,760.0%
TSCO vs SIMO
+2,312.3%
-552.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +0.1% | +14.9% | -14.8% | -1.5% |
| 30D | +8.7% | -27.0% | +35.7% | +11.6% |
| 3M | +1.2% | -25.4% | +26.6% | +2.8% |
| 6M | +21.6% | -30.3% | +51.8% | +21.9% |
| YTD | -25.3% | +95.8% | -121.1% | -36.3% |
| 1Y | -33.0% | +100.0% | -133.0% | -43.1% |
| 3Y | -2.3% | +238.3% | -240.5% | -24.4% |
| 5Y | -9.2% | +187.6% | -196.7% | -30.2% |
| 10Y | +202.2% | +422.5% | -220.3% | +103.3% |
| All | +1,760.0% | +2,312.3% | -552.3% | +658.7% |
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