+3,084.5%
SIMO vs NWSA
+127.4%
+2,957.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +9.3% |
| 7D | +4.2% | -1.9% | +6.1% | +4.8% |
| 30D | +4.1% | +4.6% | -0.5% | +2.6% |
| 3M | -12.9% | +13.2% | -26.1% | -17.4% |
| 6M | +110.3% | +27.0% | +83.4% | +90.8% |
| YTD | +178.6% | +16.8% | +161.7% | +158.8% |
| 1Y | +220.0% | +4.5% | +215.5% | +208.9% |
| 3Y | +409.0% | +46.2% | +362.8% | +336.8% |
| 5Y | +277.3% | +40.9% | +236.4% | +220.0% |
| 10Y | +506.6% | +145.1% | +361.5% | +306.8% |
| All | +3,084.5% | +127.4% | +2,957.1% | +2,000.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling