-26.4%
NOW vs SIMO
+154.7%
-181.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -0.6% |
| 7D | -3.0% | -22.0% | +19.0% | -1.9% |
| 30D | -26.0% | -43.0% | +17.0% | -24.0% |
| 3M | -13.1% | -39.1% | +26.0% | -11.7% |
| 6M | +14.5% | -33.3% | +47.8% | +11.4% |
| YTD | -33.4% | +77.0% | -110.4% | -49.5% |
| 1Y | -40.6% | +73.0% | -113.6% | -54.8% |
| 3Y | -16.3% | +215.7% | -232.0% | -48.1% |
| All | -26.4% | +154.7% | -181.0% | -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