+434.6%
SIMO vs NWSA
+153.1%
+281.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.8% | +8.4% |
| 7D | +0.9% | -12.2% | +13.1% | +5.2% |
| 30D | -25.4% | -8.7% | -16.7% | -23.5% |
| 3M | -17.8% | -6.0% | -11.8% | -16.9% |
| 6M | -29.6% | -0.3% | -29.2% | -31.2% |
| YTD | +100.3% | +3.5% | +96.8% | +91.8% |
| 1Y | +100.4% | +0.8% | +99.6% | +93.8% |
| 3Y | +246.1% | +31.1% | +214.9% | +205.1% |
| 5Y | +189.8% | +18.8% | +171.0% | +158.1% |
| 10Y | +434.6% | +147.9% | +286.7% | +256.0% |
| All | +434.6% | +153.1% | +281.5% | +256.0% |
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