+271.6%
INTC vs SIMO
+2,080.4%
-1,808.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.2% | +3.6% | +6.6% |
| 7D | -14.4% | -22.0% | +7.6% | -8.7% |
| 30D | -50.2% | -43.0% | -7.2% | -42.2% |
| 3M | -43.6% | -39.1% | -4.5% | -36.1% |
| 6M | -50.2% | -33.3% | -16.9% | -44.8% |
| YTD | +52.5% | +77.0% | -24.4% | +33.1% |
| 1Y | +51.1% | +73.0% | -21.9% | +32.6% |
| 3Y | +50.3% | +215.7% | -165.4% | +14.3% |
| 5Y | +19.2% | +155.6% | -136.5% | -8.1% |
| 10Y | +105.1% | +388.4% | -283.3% | +34.2% |
| All | +271.6% | +2,080.4% | -1,808.8% | +41.8% |
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