+843.9%
SIMO vs TXG
+24.6%
+819.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.7% |
| 7D | +14.5% | +9.1% | +5.4% | +12.9% |
| 30D | +20.4% | +14.9% | +5.5% | +17.6% |
| 3M | +7.1% | +120.0% | -112.8% | -6.4% |
| 6M | +129.2% | +221.8% | -92.6% | +86.7% |
| YTD | +201.9% | +312.6% | -110.6% | +134.2% |
| 1Y | +235.5% | +398.4% | -162.9% | +149.2% |
| 3Y | +463.8% | +42.1% | +421.8% | +382.0% |
| 5Y | +306.7% | -63.5% | +370.2% | +320.7% |
| All | +843.9% | +24.6% | +819.3% | +703.4% |
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