+220.0%
SIMO vs NYT
+15.2%
+204.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.8% |
| 7D | +4.2% | -1.3% | +5.5% | +3.8% |
| 30D | +4.1% | +2.7% | +1.3% | +5.1% |
| 3M | -12.9% | -10.3% | -2.6% | -13.6% |
| 6M | +110.3% | -16.6% | +126.9% | +106.2% |
| YTD | +178.6% | -2.3% | +180.8% | +186.9% |
| 1Y | +220.0% | +15.0% | +205.0% | +246.4% |
| All | +220.0% | +15.2% | +204.8% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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