+1,876.8%
SMH vs SIMO
+548.4%
+1,328.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.7% |
| 7D | +4.3% | +14.5% | -10.2% | -0.9% |
| 30D | +0.9% | +20.4% | -19.6% | -6.5% |
| 3M | -2.8% | +7.1% | -10.0% | -7.7% |
| 6M | +45.6% | +129.2% | -83.6% | -0.5% |
| YTD | +59.5% | +201.9% | -142.5% | -4.2% |
| 1Y | +93.4% | +235.5% | -142.1% | +10.8% |
| 3Y | +287.1% | +463.8% | -176.7% | +77.8% |
| 5Y | +338.0% | +306.7% | +31.3% | +114.2% |
| 10Y | +1,876.8% | +579.5% | +1,297.4% | +609.5% |
| All | +1,876.8% | +548.4% | +1,328.4% | +609.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling