+458.8%
V vs SIMO
+453.3%
+5.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | -0.4% |
| 7D | -2.3% | +0.9% | -3.3% | -2.6% |
| 30D | +9.5% | -25.4% | +34.9% | +12.4% |
| 3M | +17.5% | -17.8% | +35.3% | +17.9% |
| 6M | +32.2% | -29.6% | +61.7% | +32.3% |
| YTD | +22.3% | +100.3% | -78.0% | +0.9% |
| 1Y | +26.8% | +100.4% | -73.6% | +4.4% |
| 3Y | +77.5% | +246.1% | -168.6% | +28.2% |
| 5Y | +110.1% | +189.8% | -79.7% | +49.9% |
| 10Y | +458.8% | +434.6% | +24.2% | +213.2% |
| All | +458.8% | +453.3% | +5.5% | +213.2% |
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