+226.8%
SOXX vs SIMO
+482.9%
-256.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.4% | -1.1% |
| 7D | +1.4% | +11.0% | -9.6% | -3.0% |
| 30D | -3.6% | +17.9% | -21.5% | -10.6% |
| 3M | -10.2% | +3.9% | -14.1% | -13.5% |
| 6M | +54.2% | +131.0% | -76.8% | +1.7% |
| YTD | +75.2% | +209.3% | -134.1% | -4.8% |
| 1Y | +107.5% | +223.8% | -116.2% | +8.9% |
| 3Y | +226.8% | +479.2% | -252.5% | +17.0% |
| All | +226.8% | +482.9% | -256.1% | +17.0% |
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