+228.6%
SIMO vs NWSA
+2.4%
+226.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.0% | +5.3% |
| 7D | +14.6% | -2.6% | +17.3% | +13.3% |
| 30D | +6.2% | +4.6% | +1.6% | +8.4% |
| 3M | +3.6% | +10.2% | -6.6% | +9.8% |
| 6M | +130.8% | +21.6% | +109.2% | +143.0% |
| YTD | +195.8% | +14.6% | +181.1% | +218.7% |
| All | +228.6% | +2.4% | +226.3% | +274.4% |
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