+175.0%
SIMO vs TXG
-62.5%
+237.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.2% |
| 7D | -16.0% | -3.7% | -12.4% | -15.4% |
| 30D | -35.8% | -22.0% | -13.7% | -32.9% |
| 3M | -26.5% | +7.4% | -33.9% | -27.3% |
| 6M | -33.0% | +191.2% | -224.2% | -43.1% |
| YTD | +84.3% | +285.7% | -201.3% | +47.7% |
| 1Y | +82.0% | +268.3% | -186.3% | +46.5% |
| 3Y | +218.5% | +77.3% | +141.2% | +165.2% |
| 5Y | +175.0% | -62.3% | +237.4% | +217.6% |
| All | +175.0% | -62.5% | +237.5% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling