+71.8%
ILMN vs SIMO
+92.3%
-20.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.4% |
| 7D | +0.7% | +14.9% | -14.1% | -0.6% |
| 30D | -22.7% | -27.0% | +4.3% | -21.3% |
| 3M | +8.6% | -25.4% | +34.0% | +10.5% |
| 6M | +43.8% | -30.3% | +74.1% | +46.2% |
| YTD | +59.8% | +95.8% | -36.0% | +46.1% |
| 1Y | +71.8% | +100.0% | -28.2% | +55.3% |
| All | +71.8% | +92.3% | -20.5% | +55.3% |
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