+339.4%
SMH vs SIMO
+297.1%
+42.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | -0.9% |
| 7D | +5.2% | +14.6% | -9.4% | +0.3% |
| 30D | -1.5% | +6.2% | -7.7% | -4.4% |
| 3M | -4.1% | +3.6% | -7.6% | -7.4% |
| 6M | +50.8% | +130.8% | -80.0% | +5.2% |
| YTD | +59.3% | +195.8% | -136.5% | -1.4% |
| 1Y | +94.1% | +225.0% | -130.9% | +14.9% |
| 3Y | +286.7% | +452.3% | -165.6% | +83.7% |
| 5Y | +339.4% | +303.6% | +35.8% | +132.4% |
| All | +339.4% | +297.1% | +42.3% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling