+72.6%
ILMN vs SIMO
+90.9%
-18.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.7% |
| 7D | -2.9% | +4.1% | -7.0% | -3.3% |
| 30D | -23.8% | -24.0% | +0.1% | -22.2% |
| 3M | +7.5% | -31.8% | +39.2% | +9.9% |
| 6M | +42.8% | -36.9% | +79.6% | +45.8% |
| YTD | +57.8% | +84.8% | -27.0% | +45.9% |
| 1Y | +72.6% | +99.0% | -26.4% | +55.6% |
| All | +72.6% | +90.9% | -18.3% | +55.6% |
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 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