+478.1%
SIMO vs TENB
-3.6%
+481.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -3.2% |
| 7D | +12.5% | -7.1% | +19.7% | +14.7% |
| 30D | +18.4% | -15.4% | +33.8% | +22.6% |
| 3M | +5.6% | +19.5% | -13.9% | -1.3% |
| 6M | +116.9% | +54.8% | +62.1% | +88.1% |
| YTD | +188.4% | +36.1% | +152.3% | +156.7% |
| 1Y | +221.3% | +7.0% | +214.3% | +204.8% |
| 3Y | +438.6% | -27.6% | +466.1% | +453.2% |
| 5Y | +287.9% | -30.5% | +318.4% | +279.1% |
| All | +478.1% | -3.6% | +481.7% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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