+3,309.5%
SMH vs SIMO
+2,211.6%
+1,097.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +3.6% |
| 7D | -4.1% | -8.2% | +4.1% | -2.0% |
| 30D | -19.2% | -34.6% | +15.4% | -10.4% |
| 3M | -16.4% | -32.6% | +16.3% | -8.9% |
| 6M | -14.0% | -31.8% | +17.9% | -7.6% |
| YTD | +35.3% | +87.6% | -52.3% | +8.8% |
| 1Y | +40.4% | +86.7% | -46.2% | +13.1% |
| 3Y | +226.8% | +227.4% | -0.6% | +127.5% |
| 5Y | +232.3% | +173.0% | +59.3% | +134.0% |
| 10Y | +1,469.9% | +409.6% | +1,060.3% | +832.2% |
| All | +3,309.5% | +2,211.6% | +1,097.8% | +1,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling