+78.9%
INFY vs SIMO
+605.2%
-526.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.2% | -5.8% | +0.9% |
| 7D | -5.4% | +11.0% | -16.4% | -6.3% |
| 30D | -9.9% | +17.9% | -27.7% | -11.4% |
| 3M | -4.6% | +3.9% | -8.5% | -6.6% |
| 6M | -18.5% | +131.0% | -149.5% | -30.1% |
| YTD | -36.5% | +209.3% | -245.8% | -48.7% |
| 1Y | -32.8% | +223.8% | -256.5% | -46.3% |
| 3Y | -32.2% | +479.2% | -511.4% | -52.0% |
| 5Y | -44.7% | +316.0% | -360.7% | -59.8% |
| All | +78.9% | +605.2% | -526.3% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling