+388.8%
SIMO vs NWSA
+148.1%
+240.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.4% |
| 7D | +4.1% | +2.2% | +1.9% | +3.4% |
| 30D | -24.0% | -8.8% | -15.2% | -22.0% |
| 3M | -31.8% | -6.5% | -25.3% | -31.0% |
| 6M | -36.9% | +1.5% | -38.4% | -38.7% |
| YTD | +84.8% | +4.0% | +80.8% | +76.6% |
| 1Y | +99.0% | +3.4% | +95.6% | +90.5% |
| 3Y | +217.9% | +34.8% | +183.1% | +177.6% |
| 5Y | +171.5% | +18.4% | +153.1% | +142.1% |
| All | +388.8% | +148.1% | +240.6% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling