+107.1%
NI vs SIMO
+155.4%
-48.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -0.8% |
| 7D | -0.9% | -22.0% | +21.1% | -0.4% |
| 30D | +9.6% | -43.0% | +52.7% | +11.2% |
| 3M | +2.5% | -39.1% | +41.6% | +3.5% |
| 6M | -5.8% | -33.3% | +27.5% | -5.5% |
| YTD | +8.6% | +77.0% | -68.4% | +4.2% |
| 1Y | +6.0% | +73.0% | -67.0% | +1.8% |
| 3Y | +91.0% | +215.7% | -124.7% | +76.0% |
| All | +107.1% | +155.4% | -48.3% | +87.9% |
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 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