+56.1%
NOC vs SIMO
+297.1%
-241.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | +0.9% |
| 7D | -2.7% | +14.6% | -17.3% | -2.2% |
| 30D | -8.9% | +6.2% | -15.1% | -8.6% |
| 3M | -3.7% | +3.6% | -7.2% | -3.3% |
| 6M | -30.8% | +130.8% | -161.6% | -28.8% |
| YTD | -7.9% | +195.8% | -203.7% | -4.9% |
| 1Y | -9.4% | +225.0% | -234.4% | -6.4% |
| 3Y | +29.0% | +452.3% | -423.3% | +32.6% |
| 5Y | +56.1% | +303.6% | -247.5% | +62.7% |
| All | +56.1% | +297.1% | -241.1% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling