+10.6%
ON vs SIMO
+240.7%
-230.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.1% |
| 7D | +17.0% | +14.9% | +2.1% | +10.4% |
| 30D | -3.9% | -27.0% | +23.1% | +8.1% |
| 3M | -11.5% | -25.4% | +13.9% | -3.3% |
| 6M | -29.2% | -30.3% | +1.1% | -21.4% |
| YTD | +36.2% | +95.8% | -59.6% | -15.8% |
| 1Y | +49.6% | +100.0% | -50.4% | -9.0% |
| All | +10.6% | +240.7% | -230.1% | -54.3% |
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