+241.5%
SOXX vs SIMO
+287.2%
-45.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -1.1% |
| 7D | +3.0% | +12.5% | -9.5% | -1.6% |
| 30D | -3.1% | +18.4% | -21.6% | -9.8% |
| 3M | -4.4% | +5.6% | -10.0% | -8.0% |
| 6M | +52.9% | +116.9% | -64.0% | +8.4% |
| YTD | +72.0% | +188.4% | -116.4% | +6.0% |
| 1Y | +105.1% | +221.3% | -116.2% | +20.2% |
| 3Y | +220.6% | +438.6% | -218.0% | +50.7% |
| All | +241.5% | +287.2% | -45.7% | +79.5% |
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 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