+516.0%
ON vs SIMO
+434.7%
+81.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.7% | +3.5% | +6.5% |
| 7D | -1.4% | -8.5% | +7.0% | +2.5% |
| 30D | -10.9% | -34.8% | +24.0% | +6.8% |
| 3M | -14.9% | -32.8% | +18.0% | -1.9% |
| 6M | -33.0% | -32.0% | -1.0% | -24.7% |
| YTD | +27.6% | +87.0% | -59.4% | -19.9% |
| 1Y | +44.5% | +86.1% | -41.6% | -9.2% |
| 3Y | +7.4% | +226.4% | -219.0% | -51.4% |
| 5Y | +18.7% | +172.1% | -153.4% | -45.5% |
| 10Y | +516.0% | +408.0% | +107.9% | +83.8% |
| All | +516.0% | +434.7% | +81.3% | +83.8% |
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 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