+87.8%
NUE vs SIMO
+94.5%
-6.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -1.7% |
| 7D | -1.4% | -16.9% | +15.5% | -0.9% |
| 30D | +6.6% | -35.4% | +41.9% | +7.7% |
| 3M | -2.0% | -31.9% | +29.9% | -1.1% |
| 6M | +19.2% | -19.3% | +38.5% | +19.7% |
| YTD | +65.6% | +98.5% | -32.9% | +61.6% |
| 1Y | +87.8% | +100.5% | -12.7% | +82.9% |
| All | +87.8% | +94.5% | -6.6% | +82.9% |
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