+144.9%
W vs SIMO
+514.4%
-369.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | -0.6% |
| 7D | -4.2% | +4.2% | -8.4% | -5.7% |
| 30D | -7.6% | +4.1% | -11.7% | -10.5% |
| 3M | +37.2% | -12.9% | +50.0% | +37.0% |
| 6M | +26.3% | +110.3% | -84.0% | -18.5% |
| YTD | -1.0% | +178.6% | -179.6% | -46.0% |
| 1Y | +20.1% | +220.0% | -199.9% | -39.9% |
| 3Y | +37.8% | +409.0% | -371.2% | -44.6% |
| 5Y | -63.7% | +277.3% | -341.0% | -84.4% |
| All | +144.9% | +514.4% | -369.5% | -27.4% |
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