+599.6%
XYZ vs SIMO
+502.1%
+97.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -3.3% |
| 7D | -1.0% | +4.2% | -5.2% | -2.3% |
| 30D | -1.7% | +4.1% | -5.8% | -4.1% |
| 3M | +16.7% | -12.9% | +29.6% | +16.0% |
| 6M | +26.9% | +110.3% | -83.5% | -12.7% |
| YTD | +27.1% | +178.6% | -151.4% | -23.5% |
| 1Y | +9.3% | +220.0% | -210.7% | -38.3% |
| 3Y | +42.3% | +409.0% | -366.8% | -36.3% |
| 5Y | -69.3% | +277.3% | -346.6% | -85.4% |
| All | +599.6% | +502.1% | +97.5% | +136.6% |
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