+29.4%
NDAQ vs SIMO
+94.5%
-65.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.1% | +2.0% |
| 7D | +3.9% | -16.9% | +20.8% | +3.0% |
| 30D | +19.0% | -35.4% | +54.4% | +16.9% |
| 3M | +17.6% | -31.9% | +49.4% | +16.0% |
| 6M | +21.0% | -19.3% | +40.3% | +18.8% |
| YTD | +14.1% | +98.5% | -84.4% | +7.2% |
| 1Y | +29.4% | +100.5% | -71.1% | +21.3% |
| All | +29.4% | +94.5% | -65.0% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling