+329.1%
NSC vs SIMO
+514.4%
-185.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -0.6% |
| 7D | -5.5% | +4.2% | -9.7% | -6.0% |
| 30D | -3.2% | +4.1% | -7.3% | -4.1% |
| 3M | +7.7% | -12.9% | +20.5% | +7.7% |
| 6M | +4.5% | +110.3% | -105.8% | -10.3% |
| YTD | +15.6% | +178.6% | -163.0% | -6.4% |
| 1Y | +19.8% | +220.0% | -200.2% | -6.0% |
| 3Y | +70.1% | +409.0% | -338.9% | +19.4% |
| 5Y | +46.1% | +277.3% | -231.2% | +4.0% |
| All | +329.1% | +514.4% | -185.3% | +151.6% |
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 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