+419.3%
SIMO vs TENB
-25.3%
+444.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.9% |
| 7D | +4.2% | -9.1% | +13.3% | +6.6% |
| 30D | +4.1% | -4.9% | +8.9% | +4.5% |
| 3M | -12.9% | +16.9% | -29.8% | -18.1% |
| 6M | +110.3% | +68.0% | +42.4% | +77.4% |
| YTD | +178.6% | +45.6% | +133.0% | +143.2% |
| 1Y | +220.0% | +12.7% | +207.3% | +201.0% |
| All | +419.3% | -25.3% | +444.6% | +433.5% |
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