+56.0%
ILMN vs SIMO
+394.4%
-338.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.1% |
| 7D | -2.9% | +4.1% | -7.0% | -3.7% |
| 30D | -23.8% | -24.0% | +0.1% | -19.9% |
| 3M | +7.5% | -31.8% | +39.2% | +13.8% |
| 6M | +42.8% | -36.9% | +79.6% | +49.8% |
| YTD | +57.8% | +84.8% | -27.0% | +26.4% |
| 1Y | +72.6% | +99.0% | -26.4% | +35.6% |
| 3Y | +129.3% | +217.9% | -88.6% | +56.3% |
| 5Y | -44.5% | +171.5% | -216.0% | -62.6% |
| All | +56.0% | +394.4% | -338.4% | -14.6% |
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