+1,831.0%
NDAQ vs SIMO
+3,332.4%
-1,501.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -3.4% |
| 7D | -2.4% | +4.2% | -6.7% | -3.3% |
| 30D | +2.5% | +4.1% | -1.6% | +1.0% |
| 3M | +9.9% | -12.9% | +22.8% | +9.2% |
| 6M | +9.4% | +110.3% | -100.9% | -11.0% |
| YTD | +0.4% | +178.6% | -178.2% | -23.6% |
| 1Y | +4.0% | +220.0% | -216.0% | -23.5% |
| 3Y | +94.4% | +409.0% | -314.6% | +26.7% |
| 5Y | +56.7% | +277.3% | -220.6% | +3.7% |
| 10Y | +375.3% | +506.6% | -131.3% | +162.6% |
| All | +1,831.0% | +3,332.4% | -1,501.4% | +348.2% |
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