+18.4%
NOK vs SIMO
+77.7%
-59.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | -2.7% | -16.0% | +13.3% | +3.9% |
| 30D | -20.4% | -35.8% | +15.4% | -6.3% |
| 3M | -9.6% | -26.5% | +16.8% | +1.3% |
| 6M | -35.6% | -33.0% | -2.6% | -25.3% |
| YTD | +27.5% | +84.3% | -56.8% | +18.0% |
| 1Y | +18.4% | +82.0% | -63.6% | +9.2% |
| All | +18.4% | +77.7% | -59.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling