+235.3%
INTU vs SIMO
+436.4%
-201.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.6% | -1.5% |
| 7D | -3.9% | -8.2% | +4.2% | -3.4% |
| 30D | +11.7% | -34.6% | +46.3% | +16.0% |
| 3M | +4.5% | -32.6% | +37.1% | +6.6% |
| 6M | -13.9% | -31.8% | +17.9% | -15.5% |
| YTD | -48.2% | +87.6% | -135.8% | -60.9% |
| 1Y | -47.1% | +86.7% | -133.8% | -60.1% |
| 3Y | -32.5% | +227.4% | -259.9% | -57.5% |
| 5Y | -42.6% | +173.0% | -215.6% | -63.9% |
| 10Y | +235.3% | +409.6% | -174.3% | +63.5% |
| All | +235.3% | +436.4% | -201.1% | +63.5% |
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