-2.7%
NOC vs SIMO
+80.9%
-83.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +3.0% |
| 7D | -2.9% | -8.2% | +5.2% | -3.4% |
| 30D | +12.1% | -34.6% | +46.8% | +9.3% |
| 3M | -5.3% | -32.6% | +27.4% | -7.1% |
| 6M | -1.0% | -31.8% | +30.8% | -2.6% |
| YTD | -4.3% | +87.6% | -91.9% | +4.7% |
| All | -2.7% | +80.9% | -83.6% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling