+215.7%
SIMO vs NWSA
+23.7%
+192.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | -22.0% | -9.4% | -12.6% | -20.6% |
| 30D | -43.0% | -7.8% | -35.3% | -42.3% |
| 3M | -39.1% | -10.8% | -28.4% | -38.3% |
| 6M | -33.3% | +1.1% | -34.3% | -35.0% |
| YTD | +77.0% | +1.8% | +75.2% | +71.5% |
| 1Y | +73.0% | +6.0% | +67.0% | +63.1% |
| 3Y | +215.7% | +24.6% | +191.1% | +190.4% |
| All | +215.7% | +23.7% | +192.1% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling