+469.3%
NDAQ vs SIMO
+434.7%
+34.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.8% |
| 7D | -0.1% | -8.5% | +8.3% | +0.4% |
| 30D | +15.9% | -34.8% | +50.7% | +19.3% |
| 3M | +15.1% | -32.8% | +47.9% | +17.5% |
| 6M | +22.9% | -32.0% | +54.9% | +22.9% |
| YTD | +12.8% | +87.0% | -74.2% | -3.6% |
| 1Y | +26.0% | +86.1% | -60.1% | +7.5% |
| 3Y | +119.7% | +226.4% | -106.7% | +68.3% |
| 5Y | +65.4% | +172.1% | -106.7% | +26.1% |
| 10Y | +469.3% | +408.0% | +61.3% | +266.9% |
| All | +469.3% | +434.7% | +34.6% | +266.9% |
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