+1,589.7%
NOC vs SIMO
+2,204.4%
-614.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.3% |
| 7D | -2.9% | -8.5% | +5.5% | -2.5% |
| 30D | +12.1% | -34.8% | +47.0% | +14.9% |
| 3M | -5.3% | -32.8% | +27.6% | -3.7% |
| 6M | -1.0% | -32.0% | +31.0% | -0.5% |
| YTD | -4.3% | +87.0% | -91.3% | -12.5% |
| 1Y | -3.6% | +86.1% | -89.7% | -12.0% |
| 3Y | +22.9% | +226.4% | -203.5% | +5.0% |
| 5Y | +60.4% | +172.1% | -111.7% | +36.4% |
| 10Y | +161.3% | +408.0% | -246.8% | +101.5% |
| All | +1,589.7% | +2,204.4% | -614.7% | +833.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling