+565.3%
NUE vs SIMO
+557.5%
+7.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.2% |
| 7D | -2.7% | +12.5% | -15.2% | -4.7% |
| 30D | -6.1% | +18.4% | -24.5% | -9.0% |
| 3M | +2.2% | +5.6% | -3.4% | -1.1% |
| 6M | +50.8% | +116.9% | -66.1% | +23.5% |
| YTD | +57.5% | +188.4% | -130.9% | +20.0% |
| 1Y | +82.5% | +221.3% | -138.8% | +34.7% |
| 3Y | +61.7% | +438.6% | -376.9% | +3.9% |
| 5Y | +145.1% | +287.9% | -142.8% | +61.3% |
| All | +565.3% | +557.5% | +7.8% | +246.7% |
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