+449.7%
V vs SIMO
+379.7%
+70.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -0.5% |
| 7D | +2.2% | -22.0% | +24.2% | +4.8% |
| 30D | +13.6% | -43.0% | +56.6% | +20.3% |
| 3M | +14.3% | -39.1% | +53.4% | +19.1% |
| 6M | +33.1% | -33.3% | +66.4% | +33.6% |
| YTD | +21.2% | +77.0% | -55.7% | +1.5% |
| 1Y | +26.4% | +73.0% | -46.6% | +6.0% |
| 3Y | +77.6% | +215.7% | -138.1% | +29.4% |
| 5Y | +102.6% | +155.6% | -53.0% | +46.7% |
| All | +449.7% | +379.7% | +70.0% | +211.6% |
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