+70.5%
ILMN vs SIMO
+436.4%
-365.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.5% |
| 7D | -2.6% | -8.2% | +5.6% | -1.0% |
| 30D | -20.6% | -34.6% | +14.0% | -14.4% |
| 3M | +17.5% | -32.6% | +50.1% | +24.5% |
| 6M | +55.6% | -31.8% | +87.4% | +61.0% |
| YTD | +68.3% | +87.6% | -19.3% | +34.7% |
| 1Y | +81.1% | +86.7% | -5.6% | +44.8% |
| 3Y | +112.2% | +227.4% | -115.3% | +44.0% |
| 5Y | -42.6% | +173.0% | -215.6% | -61.2% |
| 10Y | +70.5% | +409.6% | -339.1% | -6.4% |
| All | +70.5% | +436.4% | -365.9% | -6.4% |
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