+22,391.8%
TSLA vs SIMO
+4,277.4%
+18,114.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | +0.1% | +3.2% |
| 7D | -10.4% | -22.0% | +11.6% | -4.8% |
| 30D | -5.2% | -43.0% | +37.9% | +8.4% |
| 3M | +12.1% | -39.1% | +51.2% | +23.8% |
| 6M | -10.2% | -33.3% | +23.1% | -5.1% |
| YTD | -20.3% | +77.0% | -97.3% | -38.6% |
| 1Y | -19.7% | +73.0% | -92.7% | -37.7% |
| 3Y | +63.4% | +215.7% | -152.3% | +5.9% |
| 5Y | -12.1% | +155.6% | -167.7% | -41.8% |
| 10Y | +2,719.7% | +388.4% | +2,331.4% | +1,463.5% |
| All | +22,391.8% | +4,277.4% | +18,114.4% | +8,919.8% |
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