+43.4%
SMH vs SIMO
+94.5%
-51.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.8% | -0.1% |
| 7D | -11.2% | -16.9% | +5.7% | -6.8% |
| 30D | -20.4% | -35.4% | +14.9% | -11.3% |
| 3M | -12.4% | -31.9% | +19.5% | -4.8% |
| 6M | -0.5% | -19.3% | +18.8% | +5.3% |
| YTD | +40.0% | +98.5% | -58.4% | +15.2% |
| 1Y | +43.4% | +100.5% | -57.1% | +16.8% |
| All | +43.4% | +94.5% | -51.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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