+408.0%
SIMO vs TECH
+204.1%
+203.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -8.5% | +0.2% | -8.7% | -8.5% |
| 30D | -34.8% | +0.5% | -35.3% | -34.9% |
| 3M | -32.8% | +0.9% | -33.7% | -33.0% |
| 6M | -32.0% | +51.0% | -83.1% | -40.0% |
| YTD | +87.0% | +24.4% | +62.7% | +71.7% |
| 1Y | +86.1% | +27.6% | +58.5% | +69.1% |
| 3Y | +226.4% | +29.9% | +196.5% | +181.5% |
| 5Y | +172.1% | -40.6% | +212.8% | +202.0% |
| 10Y | +408.0% | +196.7% | +211.3% | +221.3% |
| All | +408.0% | +204.1% | +203.9% | +221.3% |
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