+76.0%
ILMN vs SIMO
+67.0%
+9.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +2.1% |
| 7D | -9.7% | -22.0% | +12.3% | -7.8% |
| 30D | -20.4% | -43.0% | +22.6% | -17.9% |
| 3M | +10.0% | -39.1% | +49.2% | +13.3% |
| 6M | +49.5% | -33.3% | +82.8% | +53.5% |
| YTD | +62.5% | +77.0% | -14.5% | +50.5% |
| 1Y | +76.0% | +73.0% | +3.0% | +63.2% |
| All | +76.0% | +67.0% | +9.0% | +63.2% |
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