+3,866.3%
SMH vs SIMO
+3,332.4%
+533.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.7% | -6.1% | +0.4% |
| 7D | +2.5% | +4.2% | -1.7% | +1.4% |
| 30D | -0.5% | +4.1% | -4.6% | -2.2% |
| 3M | -9.6% | -12.9% | +3.2% | -7.8% |
| 6M | +42.1% | +110.3% | -68.3% | +13.1% |
| YTD | +57.4% | +178.6% | -121.1% | +15.6% |
| 1Y | +96.2% | +220.0% | -123.8% | +38.8% |
| 3Y | +267.9% | +409.0% | -141.1% | +131.3% |
| 5Y | +327.7% | +277.3% | +50.4% | +179.3% |
| 10Y | +1,764.6% | +506.6% | +1,258.0% | +951.1% |
| All | +3,866.3% | +3,332.4% | +533.9% | +1,126.8% |
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