+95.8%
NI vs SIMO
+312.7%
-217.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +1.3% | +14.5% | -13.2% | +0.8% |
| 30D | -0.3% | +20.4% | -20.7% | -0.9% |
| 3M | -9.5% | +7.1% | -16.6% | -10.0% |
| 6M | -10.2% | +129.2% | -139.5% | -13.5% |
| YTD | +1.8% | +201.9% | -200.2% | -3.3% |
| 1Y | +5.7% | +235.5% | -229.8% | -0.3% |
| 3Y | +69.6% | +463.8% | -394.2% | +54.5% |
| 5Y | +95.8% | +306.7% | -210.9% | +74.9% |
| All | +95.8% | +312.7% | -217.0% | +74.9% |
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