+19.0%
NOK vs SIMO
+90.9%
-71.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.1% | -0.3% |
| 7D | +5.4% | +4.1% | +1.2% | +3.6% |
| 30D | -14.1% | -24.0% | +9.8% | -4.9% |
| 3M | -23.6% | -31.8% | +8.2% | -12.3% |
| 6M | -45.1% | -36.9% | -8.3% | -35.6% |
| YTD | +24.7% | +84.8% | -60.1% | +16.4% |
| 1Y | +19.0% | +99.0% | -80.0% | +8.5% |
| All | +19.0% | +90.9% | -71.9% | +8.5% |
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 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