+129.8%
NOK vs SIMO
+548.4%
-418.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +9.3% | +14.5% | -5.2% | +6.2% |
| 30D | +17.9% | +20.4% | -2.6% | +13.1% |
| 3M | -22.3% | +7.1% | -29.4% | -24.0% |
| 6M | +36.4% | +129.2% | -92.9% | +16.3% |
| YTD | +66.3% | +201.9% | -135.6% | +35.0% |
| 1Y | +134.4% | +235.5% | -101.1% | +86.0% |
| 3Y | +186.6% | +463.8% | -277.3% | +104.5% |
| 5Y | +102.7% | +306.7% | -204.0% | +48.0% |
| 10Y | +129.8% | +579.5% | -449.6% | +46.7% |
| All | +129.8% | +548.4% | -418.6% | +46.7% |
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 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