+303.6%
SIMO vs NWSA
+40.6%
+263.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.0% | +6.6% |
| 7D | +14.6% | -2.6% | +17.3% | +15.3% |
| 30D | +6.2% | +4.6% | +1.6% | +4.9% |
| 3M | +3.6% | +10.2% | -6.6% | -0.1% |
| 6M | +130.8% | +21.6% | +109.2% | +113.9% |
| YTD | +195.8% | +14.6% | +181.1% | +178.9% |
| 1Y | +225.0% | +0.4% | +224.6% | +222.4% |
| 3Y | +452.3% | +45.0% | +407.3% | +383.0% |
| 5Y | +303.6% | +41.3% | +262.3% | +241.3% |
| All | +303.6% | +40.6% | +263.0% | +241.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling