+132.5%
NOK vs SIMO
+453.3%
-320.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.4% | +0.2% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | -14.7% | -25.4% | +10.7% | -8.9% |
| 3M | -10.6% | -17.8% | +7.2% | -6.3% |
| 6M | -39.4% | -29.6% | -9.8% | -34.6% |
| YTD | +30.4% | +100.3% | -69.9% | +16.6% |
| 1Y | +22.3% | +100.4% | -78.1% | +9.2% |
| 3Y | +157.6% | +246.1% | -88.5% | +105.5% |
| 5Y | +64.6% | +189.8% | -125.3% | +31.1% |
| 10Y | +132.5% | +434.6% | -302.1% | +58.6% |
| All | +132.5% | +453.3% | -320.8% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling