+579.5%
SIMO vs NWSA
+144.0%
+435.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +14.5% | -3.1% | +17.6% | +15.5% |
| 30D | +20.4% | +4.3% | +16.1% | +18.7% |
| 3M | +7.1% | +9.2% | -2.1% | +2.9% |
| 6M | +129.2% | +21.6% | +107.7% | +111.1% |
| YTD | +201.9% | +14.2% | +187.7% | +182.6% |
| 1Y | +235.5% | +1.8% | +233.8% | +227.0% |
| 3Y | +463.8% | +44.4% | +419.4% | +386.1% |
| 5Y | +306.7% | +41.0% | +265.7% | +245.1% |
| 10Y | +579.5% | +150.0% | +429.4% | +356.3% |
| All | +579.5% | +144.0% | +435.4% | +356.3% |
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