-9.4%
NOC vs SIMO
+235.9%
-245.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | +1.1% |
| 7D | -2.7% | +14.6% | -17.3% | -1.8% |
| 30D | -8.9% | +6.2% | -15.1% | -8.4% |
| 3M | -3.7% | +3.6% | -7.2% | -3.2% |
| 6M | -30.8% | +130.8% | -161.6% | -25.8% |
| YTD | -7.9% | +195.8% | -203.7% | +0.5% |
| 1Y | -9.4% | +225.0% | -234.4% | -1.0% |
| All | -9.4% | +235.9% | -245.3% | -1.0% |
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