+355.8%
NEM vs SIMO
+2,171.3%
-1,815.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.4% | -4.0% |
| 7D | +11.6% | -16.0% | +27.6% | +13.1% |
| 30D | +1.8% | -35.8% | +37.6% | +5.5% |
| 3M | +2.5% | -26.5% | +29.0% | +4.4% |
| 6M | +3.4% | -33.0% | +36.4% | +5.2% |
| YTD | +20.9% | +84.3% | -63.4% | +10.3% |
| 1Y | +37.2% | +82.0% | -44.8% | +25.2% |
| 3Y | +271.6% | +218.5% | +53.1% | +217.7% |
| 5Y | +136.6% | +175.0% | -38.4% | +100.6% |
| 10Y | +342.6% | +407.5% | -64.9% | +241.6% |
| All | +355.8% | +2,171.3% | -1,815.6% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling