+281.9%
NEE vs SIMO
+436.4%
-154.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.3% |
| 7D | +2.2% | -8.2% | +10.3% | +2.4% |
| 30D | +12.3% | -34.6% | +46.9% | +13.9% |
| 3M | +3.4% | -32.6% | +36.0% | +4.4% |
| 6M | -5.3% | -31.8% | +26.5% | -5.0% |
| YTD | +10.6% | +87.6% | -77.1% | +3.3% |
| 1Y | +6.5% | +86.7% | -80.2% | -0.5% |
| 3Y | +73.5% | +227.4% | -153.9% | +53.1% |
| 5Y | +17.0% | +173.0% | -156.0% | +2.9% |
| 10Y | +281.9% | +409.6% | -127.8% | +202.8% |
| All | +281.9% | +436.4% | -154.5% | +202.8% |
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