+1,276.3%
ON vs SIMO
+2,080.4%
-804.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.9% |
| 7D | -11.7% | -22.0% | +10.3% | -4.3% |
| 30D | -23.3% | -43.0% | +19.8% | -8.4% |
| 3M | -19.2% | -39.1% | +20.0% | -7.1% |
| 6M | -40.1% | -33.3% | -6.9% | -33.7% |
| YTD | +16.9% | +77.0% | -60.1% | -10.7% |
| 1Y | +29.7% | +73.0% | -43.3% | -0.2% |
| 3Y | -4.4% | +215.7% | -220.1% | -40.2% |
| 5Y | +7.1% | +155.6% | -148.6% | -30.8% |
| 10Y | +447.2% | +388.4% | +58.8% | +185.6% |
| All | +1,276.3% | +2,080.4% | -804.1% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling