Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PLTR vs SIMO✓SelectedUSD · SIMOPLTR vs SIMO performance historyLatest closeAs of-4.49%09/04
Stock and ETF performance explorer

PLTR vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+552.9%
SIMO return
+269.6%
Excess return
+283.4%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-4.5%+8.7%-13.2%-6.5%
7D-6.4%+4.2%-10.7%-7.5%
30D+10.0%+4.1%+5.9%+7.7%
3M+23.0%-12.9%+35.9%+22.4%
6M+13.8%+110.3%-96.5%-19.8%
YTD-1.9%+178.6%-180.5%-40.2%
1Y+11.6%+220.0%-208.3%-36.3%
3Y+1,048.4%+409.0%+639.4%+424.6%
All+552.9%+269.6%+283.4%+256.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling