+100.4%
SIMO vs NWSA
+1.1%
+99.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.8% | +9.1% |
| 7D | +0.9% | -12.2% | +13.1% | -6.1% |
| 30D | -25.4% | -8.7% | -16.7% | -27.4% |
| 3M | -17.8% | -6.0% | -11.8% | -17.6% |
| 6M | -29.6% | -0.3% | -29.2% | -24.3% |
| YTD | +100.3% | +3.5% | +96.8% | +121.0% |
| 1Y | +100.4% | +0.8% | +99.6% | +124.7% |
| All | +100.4% | +1.1% | +99.3% | +124.7% |
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