+44.9%
SMH vs SIMO
+97.3%
-52.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.7% | -3.8% | +2.3% |
| 7D | +0.5% | +0.9% | -0.4% | +0.3% |
| 30D | -14.2% | -25.4% | +11.2% | -7.7% |
| 3M | -11.5% | -17.8% | +6.2% | -8.1% |
| 6M | -12.0% | -29.6% | +17.5% | -5.0% |
| YTD | +40.8% | +100.3% | -59.5% | +16.6% |
| 1Y | +44.9% | +100.4% | -55.5% | +19.5% |
| All | +44.9% | +97.3% | -52.5% | +19.5% |
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 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