-43.2%
ILMN vs SIMO
+195.0%
-238.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -2.2% |
| 7D | -6.0% | +0.9% | -6.9% | -6.2% |
| 30D | -23.0% | -25.4% | +2.4% | -20.0% |
| 3M | +10.4% | -17.8% | +28.2% | +12.5% |
| 6M | +49.4% | -29.6% | +79.0% | +52.7% |
| YTD | +62.3% | +100.3% | -38.0% | +34.4% |
| 1Y | +73.7% | +100.4% | -26.7% | +43.6% |
| 3Y | +122.5% | +246.1% | -123.6% | +60.4% |
| 5Y | -43.2% | +189.8% | -233.0% | -58.9% |
| All | -43.2% | +195.0% | -238.2% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling