+41.1%
TSLA vs SIMO
+269.6%
-228.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.7% | -14.6% | -8.4% |
| 7D | +1.5% | +4.2% | -2.7% | 0.0% |
| 30D | +10.1% | +4.1% | +6.0% | +7.4% |
| 3M | -15.4% | -12.9% | -2.5% | -14.5% |
| 6M | -12.8% | +110.3% | -123.1% | -36.4% |
| YTD | -21.3% | +178.6% | -199.8% | -49.8% |
| 1Y | +4.6% | +220.0% | -215.4% | -37.3% |
| 3Y | +44.5% | +409.0% | -364.5% | -29.5% |
| All | +41.1% | +269.6% | -228.5% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling