+283.8%
INTC vs SIMO
+2,171.3%
-1,887.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.6% |
| 7D | -4.0% | -16.0% | +12.0% | +0.5% |
| 30D | -44.5% | -35.8% | -8.7% | -37.4% |
| 3M | -40.4% | -26.5% | -13.9% | -35.5% |
| 6M | -53.5% | -33.0% | -20.5% | -48.5% |
| YTD | +57.5% | +84.3% | -26.8% | +36.1% |
| 1Y | +51.2% | +82.0% | -30.8% | +31.0% |
| 3Y | +51.6% | +218.5% | -166.9% | +14.9% |
| 5Y | +23.5% | +175.0% | -151.6% | -6.4% |
| 10Y | +106.4% | +407.5% | -301.1% | +33.7% |
| All | +283.8% | +2,171.3% | -1,887.5% | +44.9% |
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 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