-47.5%
INTU vs SIMO
+80.3%
-127.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.6% | 0.0% |
| 7D | -3.9% | -8.5% | +4.5% | -5.0% |
| 30D | +11.7% | -34.8% | +46.5% | +5.6% |
| 3M | +4.5% | -32.8% | +37.3% | +0.3% |
| 6M | -13.9% | -32.0% | +18.2% | -16.9% |
| YTD | -48.2% | +87.0% | -135.2% | -52.3% |
| All | -47.5% | +80.3% | -127.8% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling