+621.5%
XYZ vs SIMO
+453.3%
+168.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -2.2% |
| 7D | -2.2% | +0.9% | -3.1% | -2.7% |
| 30D | +11.6% | -25.4% | +37.0% | +18.4% |
| 3M | +8.4% | -17.8% | +26.2% | +9.4% |
| 6M | +17.2% | -29.6% | +46.7% | +17.1% |
| YTD | +31.7% | +100.3% | -68.6% | -16.8% |
| 1Y | +30.1% | +100.4% | -70.3% | -18.1% |
| 3Y | +66.4% | +246.1% | -179.6% | -20.4% |
| 5Y | -62.2% | +189.8% | -252.0% | -81.7% |
| 10Y | +621.5% | +434.6% | +186.9% | +148.7% |
| All | +621.5% | +453.3% | +168.2% | +148.7% |
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