+3,185.6%
TSLA vs SIMO
+423.7%
+2,761.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | +15.6% | +14.9% | +0.8% | +10.5% |
| 30D | +5.9% | -27.0% | +32.9% | +15.7% |
| 3M | +21.4% | -25.4% | +46.7% | +28.8% |
| 6M | -8.3% | -30.3% | +22.0% | -3.9% |
| YTD | -11.6% | +95.8% | -107.4% | -41.6% |
| 1Y | -7.7% | +100.0% | -107.7% | -39.7% |
| 3Y | +85.2% | +238.3% | -153.1% | -5.4% |
| 5Y | +15.4% | +187.6% | -172.2% | -41.0% |
| All | +3,185.6% | +423.7% | +2,761.9% | +1,157.7% |
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 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