+82.5%
NUE vs SIMO
+220.5%
-138.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.8% |
| 7D | -2.7% | +12.5% | -15.2% | -3.1% |
| 30D | -6.1% | +18.4% | -24.5% | -6.5% |
| 3M | +2.2% | +5.6% | -3.4% | +1.4% |
| 6M | +50.8% | +116.9% | -66.1% | +44.8% |
| YTD | +57.5% | +188.4% | -130.9% | +47.0% |
| 1Y | +82.5% | +221.3% | -138.8% | +68.8% |
| All | +82.5% | +220.5% | -138.0% | +68.8% |
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