+94.6%
NI vs SIMO
+211.4%
-116.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -0.7% |
| 7D | -0.9% | -22.0% | +21.1% | -0.5% |
| 30D | +9.6% | -43.0% | +52.7% | +10.8% |
| 3M | +2.5% | -39.1% | +41.6% | +3.3% |
| 6M | -5.8% | -33.3% | +27.5% | -5.6% |
| YTD | +8.6% | +77.0% | -68.4% | +4.4% |
| 1Y | +6.0% | +73.0% | -67.0% | +1.9% |
| All | +94.6% | +211.4% | -116.7% | +66.6% |
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