+1,607.1%
NSC vs SIMO
+1,993.5%
-386.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.4% | +10.1% | -2.4% |
| 7D | -3.8% | -31.4% | +27.6% | +0.7% |
| 30D | +4.1% | -45.2% | +49.3% | +11.7% |
| 3M | -3.3% | -36.5% | +33.2% | +0.8% |
| 6M | +5.9% | -34.2% | +40.1% | +7.8% |
| YTD | +15.5% | +69.9% | -54.4% | -0.3% |
| 1Y | +19.3% | +60.4% | -41.1% | +3.8% |
| 3Y | +79.0% | +203.1% | -124.1% | +38.2% |
| 5Y | +28.3% | +145.4% | -117.1% | -1.0% |
| 10Y | +336.8% | +368.9% | -32.0% | +192.2% |
| All | +1,607.1% | +1,993.5% | -386.4% | +591.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling