-4.6%
NOK vs SIMO
+2,368.1%
-2,372.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.4% | +0.5% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | -14.7% | -25.4% | +10.7% | -9.5% |
| 3M | -10.6% | -17.8% | +7.2% | -6.9% |
| 6M | -39.4% | -29.6% | -9.8% | -35.2% |
| YTD | +30.4% | +100.3% | -69.9% | +13.1% |
| 1Y | +22.3% | +100.4% | -78.1% | +5.9% |
| 3Y | +157.6% | +246.1% | -88.5% | +96.7% |
| 5Y | +64.6% | +189.8% | -125.3% | +25.2% |
| 10Y | +132.5% | +434.6% | -302.1% | +48.3% |
| All | -4.6% | +2,368.1% | -2,372.7% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling