+69.5%
NI vs SIMO
+432.2%
-362.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.9% |
| 7D | +2.0% | +4.2% | -2.2% | +1.9% |
| 30D | -3.5% | +4.1% | -7.6% | -3.7% |
| 3M | -9.1% | -12.9% | +3.8% | -9.2% |
| 6M | -11.8% | +110.3% | -122.2% | -14.7% |
| YTD | +1.1% | +178.6% | -177.5% | -4.0% |
| 1Y | +6.7% | +220.0% | -213.3% | +0.3% |
| All | +69.5% | +432.2% | -362.7% | +42.7% |
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