+6.4%
NI vs SIMO
+77.7%
-71.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.5% |
| 7D | +1.5% | -16.0% | +17.5% | +1.6% |
| 30D | +11.9% | -35.8% | +47.6% | +12.2% |
| 3M | +9.1% | -26.5% | +35.6% | +9.3% |
| 6M | -1.8% | -33.0% | +31.3% | -1.8% |
| YTD | +11.4% | +84.3% | -73.0% | +8.1% |
| 1Y | +6.4% | +82.0% | -75.6% | +3.4% |
| All | +6.4% | +77.7% | -71.4% | +3.4% |
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 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