+100.5%
SIMO vs TXG
+406.9%
-306.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.4% | -13.0% | -10.1% |
| 7D | -16.9% | -19.3% | +2.4% | -14.5% |
| 30D | -35.4% | -30.9% | -4.5% | -33.2% |
| 3M | -31.9% | +41.1% | -73.0% | -33.1% |
| 6M | -19.3% | +211.9% | -231.2% | -20.6% |
| YTD | +98.5% | +314.0% | -215.5% | +90.6% |
| 1Y | +100.5% | +405.4% | -304.9% | +91.5% |
| All | +100.5% | +406.9% | -306.4% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling