+243.1%
INTU vs SIMO
+379.7%
-136.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -7.9% | -4.2% |
| 7D | +0.1% | -22.0% | +22.1% | +2.4% |
| 30D | +15.4% | -43.0% | +58.5% | +21.6% |
| 3M | +6.6% | -39.1% | +45.7% | +10.1% |
| 6M | -11.3% | -33.3% | +22.0% | -13.1% |
| YTD | -47.7% | +77.0% | -124.7% | -60.3% |
| 1Y | -47.0% | +73.0% | -120.0% | -59.6% |
| 3Y | -29.9% | +215.7% | -245.7% | -55.8% |
| 5Y | -42.2% | +155.6% | -197.8% | -63.4% |
| All | +243.1% | +379.7% | -136.6% | +68.1% |
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