+51.1%
NEM vs SIMO
+94.5%
-43.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -9.6% | +19.5% | +10.7% |
| 7D | +3.7% | -16.9% | +20.6% | +5.1% |
| 30D | +2.0% | -35.4% | +37.3% | +5.5% |
| 3M | +21.1% | -31.9% | +53.0% | +24.1% |
| 6M | +9.5% | -19.3% | +28.8% | +10.2% |
| YTD | +19.1% | +98.5% | -79.4% | +0.5% |
| 1Y | +51.1% | +100.5% | -49.4% | +26.1% |
| All | +51.1% | +94.5% | -43.4% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling