+112.5%
NET vs SIMO
+269.6%
-157.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -4.1% |
| 7D | -7.0% | +4.2% | -11.2% | -8.1% |
| 30D | -4.8% | +4.1% | -8.9% | -6.8% |
| 3M | +3.8% | -12.9% | +16.7% | +3.8% |
| 6M | +50.0% | +110.3% | -60.3% | +7.4% |
| YTD | +41.5% | +178.6% | -137.1% | -11.1% |
| 1Y | +32.8% | +220.0% | -187.2% | -21.6% |
| 3Y | +335.9% | +409.0% | -73.2% | +106.0% |
| All | +112.5% | +269.6% | -157.1% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling