+99.0%
SIMO vs TXG
+254.8%
-155.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.3% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | -24.0% | -20.4% | -3.6% | -20.3% |
| 3M | -31.8% | +0.1% | -31.8% | -29.7% |
| 6M | -36.9% | +176.2% | -213.1% | -36.0% |
| YTD | +84.8% | +256.8% | -172.0% | +80.3% |
| 1Y | +99.0% | +255.9% | -156.9% | +93.7% |
| All | +99.0% | +254.8% | -155.8% | +93.7% |
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