+13.4%
NSC vs SIMO
+70.6%
-57.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -2.4% |
| 7D | -6.2% | -22.0% | +15.8% | -6.6% |
| 30D | +2.6% | -43.0% | +45.6% | +1.9% |
| 3M | -5.8% | -39.1% | +33.3% | -6.4% |
| 6M | +2.1% | -33.3% | +35.4% | +1.8% |
| YTD | +12.7% | +77.0% | -64.3% | +12.7% |
| All | +13.4% | +70.6% | -57.2% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling