+516.0%
ON vs SIMO
+436.4%
+79.6%
-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% | -8.2% | +6.7% | +2.4% |
| 30D | -10.9% | -34.6% | +23.8% | +6.7% |
| 3M | -14.9% | -32.6% | +17.8% | -2.0% |
| 6M | -33.0% | -31.8% | -1.2% | -24.7% |
| YTD | +27.6% | +87.6% | -60.0% | -20.0% |
| 1Y | +44.5% | +86.7% | -42.2% | -9.4% |
| 3Y | +7.4% | +227.4% | -220.0% | -51.4% |
| 5Y | +18.7% | +173.0% | -154.2% | -45.6% |
| 10Y | +516.0% | +409.6% | +106.3% | +83.5% |
| All | +516.0% | +436.4% | +79.6% | +83.5% |
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