+161.3%
NOC vs SIMO
+436.4%
-275.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.6% |
| 7D | -2.9% | -8.2% | +5.2% | -2.8% |
| 30D | +12.1% | -34.6% | +46.8% | +12.7% |
| 3M | -5.3% | -32.6% | +27.4% | -5.0% |
| 6M | -1.0% | -31.8% | +30.8% | -1.3% |
| YTD | -4.3% | +87.6% | -91.9% | -8.9% |
| 1Y | -3.6% | +86.7% | -90.3% | -8.3% |
| 3Y | +22.9% | +227.4% | -204.5% | +11.3% |
| 5Y | +60.4% | +173.0% | -112.6% | +44.6% |
| 10Y | +161.3% | +409.6% | -248.4% | +106.8% |
| All | +161.3% | +436.4% | -275.1% | +106.8% |
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