+301.5%
SIMO vs TENB
+29.2%
+272.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +8.1% |
| 7D | +0.9% | -9.3% | +10.2% | +3.5% |
| 30D | -25.4% | +5.3% | -30.7% | -26.2% |
| 3M | -17.8% | +13.5% | -31.2% | -21.5% |
| 6M | -29.6% | +101.5% | -131.0% | -43.2% |
| YTD | +100.3% | +82.4% | +17.9% | +64.2% |
| 1Y | +100.4% | +53.0% | +47.3% | +72.1% |
| 3Y | +246.1% | +14.8% | +231.3% | +216.1% |
| 5Y | +189.8% | -21.2% | +211.0% | +174.1% |
| All | +301.5% | +29.2% | +272.4% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling