+146.8%
NUE vs SIMO
+312.7%
-166.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | -2.3% | +14.5% | -16.8% | -3.9% |
| 30D | -6.1% | +20.4% | -26.5% | -8.3% |
| 3M | +1.7% | +7.1% | -5.5% | -0.8% |
| 6M | +53.1% | +129.2% | -76.2% | +31.1% |
| YTD | +59.0% | +201.9% | -142.9% | +28.4% |
| 1Y | +85.3% | +235.5% | -150.2% | +45.8% |
| 3Y | +63.2% | +463.8% | -400.6% | +14.7% |
| 5Y | +146.8% | +306.7% | -159.9% | +69.1% |
| All | +146.8% | +312.7% | -166.0% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling