+3,617.2%
ILMN vs SIMO
+3,332.4%
+284.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -3.0% |
| 7D | +1.2% | +4.2% | -3.0% | +0.4% |
| 30D | +9.2% | +4.1% | +5.1% | +7.7% |
| 3M | +29.8% | -12.9% | +42.7% | +30.2% |
| 6M | +69.2% | +110.3% | -41.1% | +42.3% |
| YTD | +66.4% | +178.6% | -112.2% | +31.9% |
| 1Y | +123.4% | +220.0% | -96.6% | +72.2% |
| 3Y | +33.2% | +409.0% | -375.9% | -6.9% |
| 5Y | -52.0% | +277.3% | -329.3% | -65.8% |
| 10Y | +33.6% | +506.6% | -473.0% | -16.1% |
| All | +3,617.2% | +3,332.4% | +284.8% | +1,255.4% |
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