-24.8%
U vs SIMO
+415.2%
-440.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.5% |
| 7D | +32.3% | -8.2% | +40.5% | +33.7% |
| 30D | +9.7% | -34.6% | +44.3% | +20.6% |
| 3M | +19.6% | -32.6% | +52.2% | +27.7% |
| 6M | +82.6% | -31.8% | +114.5% | +85.1% |
| YTD | +16.4% | +87.6% | -71.2% | -27.1% |
| 1Y | +28.5% | +86.7% | -58.2% | -19.3% |
| 3Y | +103.8% | +227.4% | -123.7% | -2.8% |
| 5Y | -70.0% | +173.0% | -243.0% | -84.8% |
| All | -24.8% | +415.2% | -440.0% | -73.6% |
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