+1,537.1%
SOXX vs SIMO
+605.2%
+931.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.4% | -0.9% |
| 7D | +1.4% | +11.0% | -9.6% | -2.8% |
| 30D | -3.6% | +17.9% | -21.5% | -10.2% |
| 3M | -10.2% | +3.9% | -14.1% | -13.5% |
| 6M | +54.2% | +131.0% | -76.8% | +4.7% |
| YTD | +75.2% | +209.3% | -134.1% | +3.4% |
| 1Y | +107.5% | +223.8% | -116.2% | +19.8% |
| 3Y | +226.8% | +479.2% | -252.5% | +46.8% |
| 5Y | +251.2% | +316.0% | -64.8% | +68.6% |
| All | +1,537.1% | +605.2% | +931.9% | +471.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling