+1,545.6%
NOC vs SIMO
+2,080.4%
-534.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.3% |
| 7D | -5.8% | -22.0% | +16.2% | -4.4% |
| 30D | +10.9% | -43.0% | +53.9% | +14.6% |
| 3M | -7.1% | -39.1% | +32.0% | -4.9% |
| 6M | -5.3% | -33.3% | +27.9% | -4.7% |
| YTD | -6.8% | +77.0% | -83.8% | -14.5% |
| 1Y | -6.7% | +73.0% | -79.7% | -14.3% |
| 3Y | +17.2% | +215.7% | -198.5% | +0.3% |
| 5Y | +56.3% | +155.6% | -99.4% | +33.5% |
| 10Y | +173.7% | +388.4% | -214.6% | +111.6% |
| All | +1,545.6% | +2,080.4% | -534.8% | +812.5% |
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