+220.0%
SIMO vs NWSA
+5.5%
+214.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +7.9% |
| 7D | +4.2% | -1.9% | +6.1% | +3.5% |
| 30D | +4.1% | +4.6% | -0.5% | +6.1% |
| 3M | -12.9% | +13.2% | -26.1% | -7.1% |
| 6M | +110.3% | +27.0% | +83.4% | +121.8% |
| YTD | +178.6% | +16.8% | +161.7% | +201.7% |
| 1Y | +220.0% | +4.5% | +215.5% | +266.3% |
| All | +220.0% | +5.5% | +214.5% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling