+3,561.5%
SOXX vs SIMO
+3,544.2%
+17.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.5% | 0.0% |
| 7D | +5.6% | +14.6% | -9.0% | +1.7% |
| 30D | -2.7% | +6.2% | -8.9% | -4.9% |
| 3M | -7.5% | +3.6% | -11.0% | -9.4% |
| 6M | +63.5% | +130.8% | -67.3% | +26.1% |
| YTD | +75.7% | +195.8% | -120.1% | +25.4% |
| 1Y | +113.3% | +225.0% | -111.7% | +48.4% |
| 3Y | +227.4% | +452.3% | -224.9% | +97.6% |
| 5Y | +256.2% | +303.6% | -47.4% | +124.8% |
| 10Y | +1,512.5% | +528.8% | +983.7% | +776.1% |
| All | +3,561.5% | +3,544.2% | +17.4% | +939.5% |
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 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