+58.3%
SOXX vs SIMO
+142.5%
-84.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | 0.0% |
| 7D | +6.1% | +14.5% | -8.4% | +1.6% |
| 30D | +0.5% | +20.4% | -19.9% | -5.7% |
| 3M | -5.3% | +7.1% | -12.4% | -7.4% |
| 6M | +58.3% | +129.2% | -70.9% | +32.3% |
| All | +58.3% | +142.5% | -84.1% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling