+383.5%
V vs SIMO
+514.4%
-130.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -2.1% |
| 7D | -1.7% | +4.2% | -5.9% | -2.3% |
| 30D | +2.0% | +4.1% | -2.1% | +0.9% |
| 3M | +17.4% | -12.9% | +30.2% | +17.2% |
| 6M | +17.5% | +110.3% | -92.8% | +0.2% |
| YTD | +7.6% | +178.6% | -171.0% | -13.2% |
| 1Y | +7.7% | +220.0% | -212.3% | -15.8% |
| 3Y | +54.7% | +409.0% | -354.4% | +8.3% |
| 5Y | +73.0% | +277.3% | -204.3% | +22.8% |
| All | +383.5% | +514.4% | -130.9% | +181.1% |
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