+13.3%
NOK vs SIMO
+3,332.4%
-3,319.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.7% | -6.0% | +1.0% |
| 7D | -1.8% | +4.2% | -6.0% | -2.6% |
| 30D | +4.7% | +4.1% | +0.6% | +3.5% |
| 3M | -39.7% | -12.9% | -26.8% | -38.4% |
| 6M | +23.1% | +110.3% | -87.3% | +5.4% |
| YTD | +55.0% | +178.6% | -123.6% | +25.5% |
| 1Y | +118.0% | +220.0% | -101.9% | +71.2% |
| 3Y | +170.5% | +409.0% | -238.5% | +90.8% |
| 5Y | +84.9% | +277.3% | -192.5% | +32.9% |
| 10Y | +112.0% | +506.6% | -394.6% | +31.0% |
| All | +13.3% | +3,332.4% | -3,319.1% | -63.4% |
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