+452.3%
SIMO vs TXG
+31.6%
+420.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +5.5% |
| 7D | +14.6% | +9.4% | +5.2% | +13.2% |
| 30D | +6.2% | +26.1% | -19.9% | +2.4% |
| 3M | +3.6% | +124.8% | -121.3% | -8.3% |
| 6M | +130.8% | +215.2% | -84.5% | +93.8% |
| YTD | +195.8% | +302.2% | -106.4% | +137.2% |
| 1Y | +225.0% | +370.9% | -145.9% | +151.2% |
| 3Y | +452.3% | +38.5% | +413.8% | +365.0% |
| All | +452.3% | +31.6% | +420.7% | +365.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling