+302.5%
NSC vs SIMO
+436.4%
-133.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.8% | +1.2% |
| 7D | -5.4% | -8.2% | +2.8% | -4.6% |
| 30D | +2.9% | -34.6% | +37.6% | +7.4% |
| 3M | -2.2% | -32.6% | +30.5% | +0.9% |
| 6M | +5.3% | -31.8% | +37.1% | +6.3% |
| YTD | +14.8% | +87.6% | -72.9% | -4.2% |
| 1Y | +16.6% | +86.7% | -70.1% | -2.8% |
| 3Y | +78.6% | +227.4% | -148.8% | +30.0% |
| 5Y | +27.2% | +173.0% | -145.8% | -8.5% |
| 10Y | +302.5% | +409.6% | -107.1% | +127.7% |
| All | +302.5% | +436.4% | -133.8% | +127.7% |
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