+1,586.9%
INTU vs SIMO
+3,332.4%
-1,745.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.7% | -12.1% | -4.5% |
| 7D | -7.1% | +4.2% | -11.3% | -7.7% |
| 30D | +1.5% | +4.1% | -2.6% | +0.2% |
| 3M | +10.7% | -12.9% | +23.5% | +9.7% |
| 6M | -23.8% | +110.3% | -134.2% | -35.9% |
| YTD | -49.3% | +178.6% | -227.9% | -59.5% |
| 1Y | -49.7% | +220.0% | -269.7% | -60.9% |
| 3Y | -38.0% | +409.0% | -447.1% | -56.1% |
| 5Y | -38.7% | +277.3% | -316.1% | -55.7% |
| 10Y | +221.3% | +506.6% | -285.3% | +107.4% |
| All | +1,586.9% | +3,332.4% | -1,745.5% | +621.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling