+62.3%
NUE vs SIMO
+462.5%
-400.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.5% |
| 7D | +1.8% | +14.6% | -12.8% | +0.1% |
| 30D | -6.0% | +6.2% | -12.2% | -6.9% |
| 3M | +1.4% | +3.6% | -2.1% | -0.8% |
| 6M | +52.8% | +130.8% | -77.9% | +27.5% |
| YTD | +58.1% | +195.8% | -137.6% | +22.0% |
| 1Y | +80.4% | +225.0% | -144.6% | +34.0% |
| 3Y | +62.3% | +452.3% | -390.0% | -1.6% |
| All | +62.3% | +462.5% | -400.3% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling