+486.5%
SIMO vs TXG
+20.5%
+466.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.7% | -4.1% | +4.0% |
| 7D | -8.2% | +5.5% | -13.7% | -8.9% |
| 30D | -34.6% | -19.3% | -15.3% | -32.0% |
| 3M | -32.6% | +25.0% | -57.7% | -35.4% |
| 6M | -31.8% | +201.2% | -233.0% | -43.4% |
| YTD | +87.6% | +298.8% | -211.2% | +46.1% |
| 1Y | +86.7% | +326.6% | -239.9% | +43.2% |
| 3Y | +227.4% | +78.3% | +149.1% | +170.0% |
| 5Y | +173.0% | -61.3% | +234.3% | +179.7% |
| All | +486.5% | +20.5% | +466.1% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling