+245.4%
NEE vs SIMO
+515.6%
-270.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | +0.2% |
| 7D | +1.1% | +14.6% | -13.5% | +0.4% |
| 30D | -0.2% | +6.2% | -6.4% | -0.6% |
| 3M | +0.5% | +3.6% | -3.0% | -0.2% |
| 6M | -6.5% | +130.8% | -137.3% | -12.0% |
| YTD | +6.7% | +195.8% | -189.1% | -1.6% |
| 1Y | +23.6% | +225.0% | -201.4% | +13.0% |
| 3Y | +37.1% | +452.3% | -415.2% | +18.9% |
| 5Y | +10.9% | +303.6% | -292.7% | -3.0% |
| 10Y | +245.4% | +528.8% | -283.4% | +181.5% |
| All | +245.4% | +515.6% | -270.3% | +181.5% |
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 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