+526.2%
SIMO vs TXG
+14.9%
+511.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.4% | +10.0% | +8.9% |
| 7D | +0.9% | -8.1% | +9.0% | +2.6% |
| 30D | -25.4% | -17.5% | -7.9% | -22.6% |
| 3M | -17.8% | +6.1% | -23.9% | -18.7% |
| 6M | -29.6% | +202.7% | -232.2% | -41.5% |
| YTD | +100.3% | +280.4% | -180.1% | +57.3% |
| 1Y | +100.4% | +274.0% | -173.6% | +57.3% |
| 3Y | +246.1% | +74.9% | +171.2% | +186.3% |
| 5Y | +189.8% | -63.0% | +252.8% | +199.2% |
| All | +526.2% | +14.9% | +511.3% | +439.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling