+4.4%
GOOGL vs SIMO
+94.5%
-90.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.6% | +12.8% | +3.4% |
| 7D | -11.1% | -16.9% | +5.8% | -10.7% |
| 30D | -16.6% | -35.4% | +18.8% | -15.8% |
| 3M | -23.4% | -31.9% | +8.4% | -22.9% |
| 6M | -24.5% | -19.3% | -5.2% | -25.2% |
| YTD | -7.5% | +98.5% | -106.0% | -20.8% |
| 1Y | +4.4% | +100.5% | -96.1% | -11.3% |
| All | +4.4% | +94.5% | -90.1% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling