+93.9%
ILMN vs SIMO
+94.5%
-0.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.6% | +4.7% | -4.1% |
| 7D | -21.6% | -16.9% | -4.7% | -20.3% |
| 30D | -22.9% | -35.4% | +12.5% | -21.1% |
| 3M | +11.6% | -31.9% | +43.5% | +13.8% |
| 6M | +62.5% | -19.3% | +81.9% | +65.2% |
| YTD | +72.7% | +98.5% | -25.8% | +54.7% |
| 1Y | +93.9% | +100.5% | -6.7% | +72.1% |
| All | +93.9% | +94.5% | -0.6% | +72.1% |
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