+1,634.2%
INTU vs SIMO
+2,171.3%
-537.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -1.2% | -16.0% | +14.8% | +0.6% |
| 30D | +12.4% | -35.8% | +48.2% | +17.4% |
| 3M | +2.3% | -26.5% | +28.8% | +3.7% |
| 6M | -13.3% | -33.0% | +19.7% | -13.8% |
| YTD | -47.9% | +84.3% | -132.2% | -57.0% |
| 1Y | -47.2% | +82.0% | -129.1% | -56.4% |
| 3Y | -33.9% | +218.5% | -252.4% | -51.2% |
| 5Y | -41.3% | +175.0% | -216.4% | -56.8% |
| 10Y | +237.9% | +407.5% | -169.6% | +119.2% |
| All | +1,634.2% | +2,171.3% | -537.1% | +666.2% |
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