+72.2%
V vs SIMO
+269.6%
-197.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -1.5% |
| 7D | -1.7% | +4.2% | -5.9% | -2.0% |
| 30D | +2.0% | +4.1% | -2.1% | +1.4% |
| 3M | +17.4% | -12.9% | +30.2% | +17.3% |
| 6M | +17.5% | +110.3% | -92.8% | +6.5% |
| YTD | +7.6% | +178.6% | -171.0% | -5.6% |
| 1Y | +7.7% | +220.0% | -212.3% | -7.2% |
| 3Y | +54.7% | +409.0% | -354.4% | +24.5% |
| All | +72.2% | +269.6% | -197.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling