-51.4%
ILMN vs SIMO
+269.6%
-321.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.7% |
| 7D | +1.2% | +4.2% | -3.0% | +0.6% |
| 30D | +9.2% | +4.1% | +5.1% | +8.0% |
| 3M | +29.8% | -12.9% | +42.7% | +30.1% |
| 6M | +69.2% | +110.3% | -41.1% | +44.5% |
| YTD | +66.4% | +178.6% | -112.2% | +32.1% |
| 1Y | +123.4% | +220.0% | -96.6% | +71.4% |
| 3Y | +33.2% | +409.0% | -375.9% | -9.0% |
| All | -51.4% | +269.6% | -321.0% | -64.9% |
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