-46.7%
INTU vs SIMO
+90.9%
-137.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | -0.5% |
| 7D | +0.1% | +4.1% | -4.1% | +0.8% |
| 30D | +10.1% | -24.0% | +34.0% | +6.4% |
| 3M | -4.2% | -31.8% | +27.6% | -8.0% |
| 6M | -7.2% | -36.9% | +29.6% | -10.7% |
| YTD | -47.7% | +84.8% | -132.5% | -51.9% |
| 1Y | -46.7% | +99.0% | -145.7% | -51.3% |
| All | -46.7% | +90.9% | -137.6% | -51.3% |
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