+2,042.3%
NDAQ vs SIMO
+2,080.4%
-38.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.4% |
| 7D | +0.8% | -22.0% | +22.8% | +4.6% |
| 30D | +16.5% | -43.0% | +59.6% | +26.6% |
| 3M | +13.5% | -39.1% | +52.6% | +20.4% |
| 6M | +20.9% | -33.3% | +54.2% | +22.1% |
| YTD | +11.4% | +77.0% | -65.6% | -10.1% |
| 1Y | +25.9% | +73.0% | -47.1% | +1.8% |
| 3Y | +119.9% | +215.7% | -95.9% | +52.6% |
| 5Y | +61.7% | +155.6% | -93.9% | +12.0% |
| 10Y | +481.6% | +388.4% | +93.2% | +224.9% |
| All | +2,042.3% | +2,080.4% | -38.1% | +427.0% |
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