-7.6%
NOK vs SIMO
+2,211.6%
-2,219.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +5.6% |
| 7D | -1.4% | -8.2% | +6.7% | +0.3% |
| 30D | -21.0% | -34.6% | +13.6% | -13.8% |
| 3M | -12.6% | -32.6% | +20.0% | -5.4% |
| 6M | -36.2% | -31.8% | -4.4% | -31.2% |
| YTD | +26.4% | +87.6% | -61.2% | +11.2% |
| 1Y | +19.6% | +86.7% | -67.1% | +5.1% |
| 3Y | +152.6% | +227.4% | -74.9% | +95.2% |
| 5Y | +57.3% | +173.0% | -115.7% | +21.3% |
| 10Y | +123.8% | +409.6% | -285.8% | +44.3% |
| All | -7.6% | +2,211.6% | -2,219.2% | -67.6% |
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