+157.4%
NOC vs SIMO
+394.4%
-237.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | +4.8% | +4.1% | +0.7% | +4.8% |
| 30D | +11.0% | -24.0% | +35.0% | +11.4% |
| 3M | -3.8% | -31.8% | +28.0% | -3.6% |
| 6M | +0.6% | -36.9% | +37.5% | +0.6% |
| YTD | -2.3% | +84.8% | -87.1% | -6.9% |
| 1Y | +0.3% | +99.0% | -98.7% | -4.9% |
| 3Y | +24.6% | +217.9% | -193.3% | +13.0% |
| 5Y | +66.0% | +171.5% | -105.5% | +49.5% |
| All | +157.4% | +394.4% | -237.0% | +102.7% |
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