+561.8%
ON vs SIMO
+515.6%
+46.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.6% | -7.3% |
| 7D | -2.2% | +14.6% | -16.8% | -8.6% |
| 30D | -12.4% | +6.2% | -18.6% | -16.2% |
| 3M | -41.2% | +3.6% | -44.8% | -44.1% |
| 6M | +25.0% | +130.8% | -105.8% | -23.5% |
| YTD | +31.3% | +195.8% | -164.5% | -31.0% |
| 1Y | +45.4% | +225.0% | -179.6% | -27.6% |
| 3Y | -27.4% | +452.3% | -479.7% | -73.3% |
| 5Y | +58.5% | +303.6% | -245.1% | -36.5% |
| 10Y | +561.8% | +528.8% | +33.0% | +87.8% |
| All | +561.8% | +515.6% | +46.2% | +87.8% |
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