-24.7%
U vs SIMO
+386.0%
-410.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.4% | +4.5% |
| 7D | +36.6% | -22.0% | +58.6% | +43.7% |
| 30D | +13.3% | -43.0% | +56.4% | +29.0% |
| 3M | +26.2% | -39.1% | +65.3% | +38.3% |
| 6M | +88.7% | -33.3% | +122.0% | +91.8% |
| YTD | +16.6% | +77.0% | -60.4% | -25.9% |
| 1Y | +29.0% | +73.0% | -44.1% | -17.1% |
| 3Y | +99.5% | +215.7% | -116.2% | -4.3% |
| 5Y | -66.1% | +155.6% | -221.8% | -82.5% |
| All | -24.7% | +386.0% | -410.7% | -73.1% |
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