+117.2%
NDAQ vs SIMO
+240.7%
-123.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.9% |
| 7D | +1.7% | +14.9% | -13.2% | +1.5% |
| 30D | +16.2% | -27.0% | +43.2% | +16.7% |
| 3M | +14.0% | -25.4% | +39.3% | +14.2% |
| 6M | +22.3% | -30.3% | +52.5% | +21.1% |
| YTD | +13.0% | +95.8% | -82.8% | -3.2% |
| 1Y | +24.0% | +100.0% | -76.0% | +5.8% |
| All | +117.2% | +240.7% | -123.5% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling