+808.8%
NOW vs SIMO
+502.1%
+306.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.7% | -11.7% | -4.3% |
| 7D | -2.4% | +4.2% | -6.6% | -3.1% |
| 30D | +20.5% | +4.1% | +16.4% | +18.6% |
| 3M | +18.3% | -12.9% | +31.2% | +17.0% |
| 6M | +24.1% | +110.3% | -86.3% | -4.5% |
| YTD | -7.8% | +178.6% | -186.4% | -35.4% |
| 1Y | -21.4% | +220.0% | -241.4% | -47.5% |
| 3Y | +19.5% | +409.0% | -389.5% | -32.4% |
| 5Y | +4.1% | +277.3% | -273.2% | -38.9% |
| All | +808.8% | +502.1% | +306.7% | +312.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling