+309.6%
NSC vs SIMO
+379.7%
-70.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -3.3% |
| 7D | -6.6% | -22.0% | +15.4% | -4.2% |
| 30D | +2.2% | -43.0% | +45.2% | +8.3% |
| 3M | -6.2% | -39.1% | +32.9% | -2.1% |
| 6M | +1.7% | -33.3% | +35.0% | +2.9% |
| YTD | +12.2% | +77.0% | -64.7% | -5.7% |
| 1Y | +15.4% | +73.0% | -57.6% | -2.8% |
| 3Y | +73.3% | +215.7% | -142.4% | +26.4% |
| 5Y | +24.7% | +155.6% | -131.0% | -9.5% |
| All | +309.6% | +379.7% | -70.1% | +133.0% |
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