+1,514.2%
NOC vs SIMO
+3,332.4%
-1,818.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.7% | -11.2% | -3.1% |
| 7D | -5.2% | +4.2% | -9.4% | -5.5% |
| 30D | -7.2% | +4.1% | -11.3% | -7.7% |
| 3M | -5.1% | -12.9% | +7.8% | -5.2% |
| 6M | -31.1% | +110.3% | -141.4% | -36.4% |
| YTD | -8.6% | +178.6% | -187.2% | -18.0% |
| 1Y | -9.7% | +220.0% | -229.7% | -20.3% |
| 3Y | +24.3% | +409.0% | -384.8% | +3.6% |
| 5Y | +52.6% | +277.3% | -224.7% | +28.2% |
| 10Y | +183.6% | +506.6% | -323.0% | +118.7% |
| All | +1,514.2% | +3,332.4% | -1,818.2% | +774.7% |
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 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