+422.0%
NUE vs SIMO
+394.4%
+27.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.1% | -2.5% |
| 7D | +2.8% | +4.1% | -1.4% | +2.0% |
| 30D | -2.1% | -24.0% | +21.9% | +1.7% |
| 3M | -7.3% | -31.8% | +24.4% | -3.0% |
| 6M | +8.9% | -36.9% | +45.8% | +12.7% |
| YTD | +55.6% | +84.8% | -29.2% | +25.1% |
| 1Y | +74.7% | +99.0% | -24.3% | +37.9% |
| 3Y | +71.7% | +217.9% | -146.3% | +18.2% |
| 5Y | +141.2% | +171.5% | -30.3% | +63.1% |
| All | +422.0% | +394.4% | +27.6% | +174.6% |
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