+596.0%
SIMO vs NYT
+489.9%
+106.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.8% | +7.1% |
| 7D | +11.0% | -0.6% | +11.6% | +11.2% |
| 30D | +17.9% | +4.6% | +13.3% | +16.7% |
| 3M | +3.9% | -9.6% | +13.5% | +5.4% |
| 6M | +131.0% | -14.0% | +145.0% | +136.2% |
| YTD | +209.3% | -2.8% | +212.2% | +205.2% |
| 1Y | +223.8% | +15.6% | +208.2% | +204.3% |
| 3Y | +479.2% | +56.3% | +422.9% | +395.5% |
| 5Y | +316.0% | +39.5% | +276.5% | +258.6% |
| All | +596.0% | +489.9% | +106.1% | +312.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling