+384.8%
SIMO vs TECH
+208.1%
+176.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -22.0% | +0.2% | -22.2% | -22.0% |
| 30D | -43.0% | +0.3% | -43.4% | -43.1% |
| 3M | -39.1% | +1.3% | -40.5% | -39.4% |
| 6M | -33.3% | +54.0% | -87.2% | -41.5% |
| YTD | +77.0% | +24.3% | +52.7% | +62.5% |
| 1Y | +73.0% | +25.8% | +47.2% | +58.0% |
| 3Y | +215.7% | +26.0% | +189.8% | +175.1% |
| 5Y | +155.6% | -40.1% | +195.7% | +182.6% |
| All | +384.8% | +208.1% | +176.7% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling