+117.4%
INTC vs SIMO
+423.7%
-306.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.1% |
| 7D | +17.1% | +14.9% | +2.3% | +10.8% |
| 30D | -40.5% | -27.0% | -13.5% | -32.0% |
| 3M | -39.4% | -25.4% | -14.0% | -32.2% |
| 6M | -49.3% | -30.3% | -19.0% | -42.3% |
| YTD | +65.9% | +95.8% | -29.9% | +25.8% |
| 1Y | +61.5% | +100.0% | -38.5% | +21.7% |
| 3Y | +59.6% | +238.3% | -178.7% | -2.6% |
| 5Y | +31.2% | +187.6% | -156.4% | -20.2% |
| All | +117.4% | +423.7% | -306.3% | +0.4% |
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 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