+112.2%
ILMN vs SIMO
+230.1%
-117.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.1% | +2.7% |
| 7D | -2.6% | -8.2% | +5.6% | -1.3% |
| 30D | -20.6% | -34.6% | +14.0% | -16.2% |
| 3M | +17.5% | -32.6% | +50.1% | +22.7% |
| 6M | +55.6% | -31.8% | +87.4% | +59.8% |
| YTD | +68.3% | +87.6% | -19.3% | +37.0% |
| 1Y | +81.1% | +86.7% | -5.6% | +47.3% |
| 3Y | +112.2% | +227.4% | -115.3% | +47.8% |
| All | +112.2% | +230.1% | -117.9% | +47.8% |
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 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