+59.7%
ILMN vs SIMO
+395.4%
-335.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.3% |
| 7D | -9.8% | -16.0% | +6.2% | -6.8% |
| 30D | -22.7% | -35.8% | +13.0% | -16.4% |
| 3M | +12.1% | -26.5% | +38.5% | +17.1% |
| 6M | +51.5% | -33.0% | +84.5% | +57.2% |
| YTD | +63.9% | +84.3% | -20.5% | +31.5% |
| 1Y | +76.6% | +82.0% | -5.4% | +41.9% |
| 3Y | +124.6% | +218.5% | -93.9% | +53.2% |
| 5Y | -42.7% | +175.0% | -217.7% | -61.4% |
| 10Y | +59.7% | +407.5% | -347.8% | -12.8% |
| All | +59.7% | +395.4% | -335.7% | -12.8% |
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