+385.2%
NDAQ vs SIMO
+479.9%
-94.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -2.6% |
| 7D | -2.4% | +4.2% | -6.7% | -2.9% |
| 30D | +2.5% | +4.1% | -1.6% | +1.7% |
| 3M | +9.9% | -12.9% | +22.8% | +9.7% |
| 6M | +9.4% | +110.3% | -100.9% | -4.0% |
| YTD | +0.4% | +178.6% | -178.2% | -16.0% |
| 1Y | +4.0% | +220.0% | -216.0% | -15.1% |
| 3Y | +94.4% | +409.0% | -314.6% | +45.3% |
| 5Y | +56.7% | +277.3% | -220.6% | +18.7% |
| All | +385.2% | +479.9% | -94.7% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling