+40.7%
ILMN vs SIMO
+418.6%
-377.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.6% |
| 7D | +1.2% | +4.2% | -3.0% | +0.6% |
| 30D | +9.2% | +4.1% | +5.1% | +8.1% |
| 3M | +29.8% | -12.9% | +42.7% | +30.0% |
| 6M | +69.2% | +110.3% | -41.1% | +43.4% |
| YTD | +66.4% | +178.6% | -112.2% | +27.5% |
| 1Y | +123.4% | +220.0% | -96.6% | +62.8% |
| All | +40.7% | +418.6% | -377.8% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling