+2,698.1%
TSLA vs SIMO
+515.6%
+2,182.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.2% | +2.0% |
| 7D | +3.4% | +14.6% | -11.2% | -1.5% |
| 30D | +12.0% | +6.2% | +5.8% | +8.4% |
| 3M | -10.0% | +3.6% | -13.5% | -14.3% |
| 6M | -7.2% | +130.8% | -138.0% | -37.2% |
| YTD | -18.1% | +195.8% | -213.9% | -51.0% |
| 1Y | +6.3% | +225.0% | -218.7% | -39.1% |
| 3Y | +48.2% | +452.3% | -404.2% | -33.0% |
| 5Y | +46.5% | +303.6% | -257.1% | -29.6% |
| 10Y | +2,698.1% | +528.8% | +2,169.4% | +905.5% |
| All | +2,698.1% | +515.6% | +2,182.5% | +905.5% |
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