+189.3%
NOC vs SIMO
+548.4%
-359.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | -1.6% | +14.5% | -16.1% | -1.8% |
| 30D | -10.4% | +20.4% | -30.8% | -10.8% |
| 3M | -5.6% | +7.1% | -12.7% | -6.1% |
| 6M | -30.4% | +129.2% | -159.6% | -32.8% |
| YTD | -8.5% | +201.9% | -210.4% | -13.1% |
| 1Y | -8.3% | +235.5% | -243.8% | -13.7% |
| 3Y | +28.2% | +463.8% | -435.6% | +15.3% |
| 5Y | +56.7% | +306.7% | -250.0% | +42.4% |
| 10Y | +189.3% | +579.5% | -390.1% | +129.6% |
| All | +189.3% | +548.4% | -359.1% | +129.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling