+253.8%
NEM vs SIMO
+432.2%
-178.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.5% | -2.7% |
| 7D | +0.3% | +4.2% | -3.9% | -0.2% |
| 30D | +23.1% | +4.1% | +19.0% | +22.0% |
| 3M | +18.5% | -12.9% | +31.4% | +18.7% |
| 6M | +7.8% | +110.3% | -102.6% | -4.7% |
| YTD | +29.1% | +178.6% | -149.5% | +8.1% |
| 1Y | +72.7% | +220.0% | -147.3% | +40.5% |
| All | +253.8% | +432.2% | -178.4% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling