+25.6%
NOC vs SIMO
+432.2%
-406.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.7% | -11.2% | -2.0% |
| 7D | -5.2% | +4.2% | -9.4% | -4.9% |
| 30D | -7.2% | +4.1% | -11.3% | -6.8% |
| 3M | -5.1% | -12.9% | +7.8% | -5.4% |
| 6M | -31.1% | +110.3% | -141.4% | -27.1% |
| YTD | -8.6% | +178.6% | -187.2% | -1.6% |
| 1Y | -9.7% | +220.0% | -229.7% | -2.0% |
| All | +25.6% | +432.2% | -406.6% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling