+244.6%
SIMO vs TENB
+15.3%
+229.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +8.2% |
| 7D | +0.9% | -9.3% | +10.2% | +3.2% |
| 30D | -25.4% | +5.3% | -30.7% | -25.7% |
| 3M | -17.8% | +13.5% | -31.2% | -19.4% |
| 6M | -29.6% | +101.5% | -131.0% | -43.5% |
| YTD | +100.3% | +82.4% | +17.9% | +65.5% |
| 1Y | +100.4% | +53.0% | +47.3% | +76.4% |
| All | +244.6% | +15.3% | +229.3% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling