+3,443.1%
ILMN vs SIMO
+1,993.5%
+1,449.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -14.4% | +6.2% | -5.8% |
| 7D | -28.3% | -31.4% | +3.1% | -23.5% |
| 30D | -24.0% | -45.2% | +21.2% | -16.2% |
| 3M | +4.1% | -36.5% | +40.6% | +10.7% |
| 6M | +49.6% | -34.2% | +83.8% | +55.4% |
| YTD | +58.6% | +69.9% | -11.3% | +35.5% |
| 1Y | +69.9% | +60.4% | +9.5% | +46.5% |
| 3Y | +82.9% | +203.1% | -120.2% | +38.4% |
| 5Y | -47.6% | +145.4% | -193.1% | -60.2% |
| 10Y | +58.8% | +368.9% | -310.1% | +4.0% |
| All | +3,443.1% | +1,993.5% | +1,449.6% | +1,292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling