+20.0%
ON vs SIMO
+170.3%
-150.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.6% | +2.0% | -1.3% |
| 7D | +12.2% | +4.1% | +8.1% | +10.5% |
| 30D | -3.1% | -24.0% | +20.8% | +7.0% |
| 3M | -12.9% | -31.8% | +18.9% | -1.3% |
| 6M | -38.6% | -36.9% | -1.7% | -29.3% |
| YTD | +31.2% | +84.8% | -53.6% | -11.5% |
| 1Y | +47.6% | +99.0% | -51.3% | -4.2% |
| 3Y | +6.6% | +217.9% | -211.3% | -46.2% |
| All | +20.0% | +170.3% | -150.3% | -35.5% |
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 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