+10.1%
NI vs SIMO
+90.9%
-80.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +0.6% |
| 7D | +4.3% | +4.1% | +0.2% | +4.3% |
| 30D | +12.4% | -24.0% | +36.3% | +12.5% |
| 3M | +10.2% | -31.8% | +41.9% | +10.4% |
| 6M | -0.8% | -36.9% | +36.1% | -0.9% |
| YTD | +13.2% | +84.8% | -71.6% | +10.9% |
| 1Y | +10.1% | +99.0% | -88.9% | +6.9% |
| All | +10.1% | +90.9% | -80.8% | +6.9% |
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 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