-46.9%
INTU vs SIMO
+97.3%
-144.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.0% | +2.1% |
| 7D | -3.9% | +0.9% | -4.9% | -3.5% |
| 30D | +12.0% | -25.4% | +37.4% | +8.1% |
| 3M | +2.3% | -17.8% | +20.1% | +1.0% |
| 6M | -12.1% | -29.6% | +17.5% | -14.2% |
| YTD | -47.5% | +100.3% | -147.9% | -51.1% |
| 1Y | -46.9% | +100.4% | -147.3% | -50.7% |
| All | -46.9% | +97.3% | -144.2% | -50.7% |
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