+279.8%
SMH vs SIMO
+432.2%
-152.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.7% | -6.1% | -0.6% |
| 7D | +2.5% | +4.2% | -1.7% | +0.8% |
| 30D | -0.5% | +4.1% | -4.6% | -3.1% |
| 3M | -9.6% | -12.9% | +3.2% | -7.2% |
| 6M | +42.1% | +110.3% | -68.3% | -1.4% |
| YTD | +57.4% | +178.6% | -121.1% | -8.6% |
| 1Y | +96.2% | +220.0% | -123.8% | +3.9% |
| All | +279.8% | +432.2% | -152.4% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling