+69.3%
NEM vs SIMO
+235.9%
-166.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.3% |
| 7D | +3.9% | +14.6% | -10.8% | +2.6% |
| 30D | +12.7% | +6.2% | +6.5% | +11.9% |
| 3M | +28.7% | +3.6% | +25.1% | +26.6% |
| 6M | +9.8% | +130.8% | -121.0% | -1.5% |
| YTD | +28.1% | +195.8% | -167.7% | +7.8% |
| 1Y | +69.3% | +225.0% | -155.7% | +39.6% |
| All | +69.3% | +235.9% | -166.5% | +39.6% |
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