+101.3%
NOK vs SIMO
+297.1%
-195.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.2% | 0.0% | +4.7% |
| 7D | +7.3% | +14.6% | -7.4% | +3.9% |
| 30D | +13.8% | +6.2% | +7.6% | +11.8% |
| 3M | -27.0% | +3.6% | -30.6% | -28.1% |
| 6M | +37.6% | +130.8% | -93.2% | +17.7% |
| YTD | +64.6% | +195.8% | -131.2% | +35.1% |
| 1Y | +132.0% | +225.0% | -93.0% | +86.6% |
| 3Y | +183.7% | +452.3% | -268.6% | +106.3% |
| 5Y | +101.3% | +303.6% | -202.3% | +56.1% |
| All | +101.3% | +297.1% | -195.8% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling