+2,883.7%
TSLA vs SIMO
+436.4%
+2,447.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.1% | +3.7% |
| 7D | -6.4% | -8.2% | +1.8% | -3.9% |
| 30D | -1.2% | -34.6% | +33.4% | +11.9% |
| 3M | +15.1% | -32.6% | +47.7% | +25.9% |
| 6M | -11.7% | -31.8% | +20.1% | -6.7% |
| YTD | -15.9% | +87.6% | -103.6% | -43.7% |
| 1Y | -12.0% | +86.7% | -98.7% | -41.0% |
| 3Y | +80.0% | +227.4% | -147.4% | -7.0% |
| 5Y | +10.8% | +173.0% | -162.2% | -42.3% |
| 10Y | +2,883.7% | +409.6% | +2,474.0% | +1,045.9% |
| All | +2,883.7% | +436.4% | +2,447.3% | +1,045.9% |
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