+232.1%
W vs SIMO
+379.7%
-147.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.9% |
| 7D | -3.6% | -22.0% | +18.4% | +3.9% |
| 30D | +7.0% | -43.0% | +50.0% | +27.1% |
| 3M | +7.4% | -39.1% | +46.5% | +21.0% |
| 6M | +69.3% | -33.3% | +102.6% | +74.4% |
| YTD | +11.3% | +77.0% | -65.7% | -32.3% |
| 1Y | +13.2% | +73.0% | -59.8% | -30.7% |
| 3Y | +142.0% | +215.7% | -73.7% | +8.8% |
| 5Y | -54.6% | +155.6% | -210.3% | -79.0% |
| All | +232.1% | +379.7% | -147.6% | +2.6% |
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