+223.8%
SIMO vs NYT
+17.8%
+205.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.8% | +7.4% |
| 7D | +11.0% | -0.6% | +11.6% | +10.8% |
| 30D | +17.9% | +4.6% | +13.3% | +19.7% |
| 3M | +3.9% | -9.6% | +13.5% | +3.1% |
| 6M | +131.0% | -14.0% | +145.0% | +128.3% |
| YTD | +209.3% | -2.8% | +212.2% | +220.3% |
| 1Y | +223.8% | +15.6% | +208.2% | +257.5% |
| All | +223.8% | +17.8% | +205.9% | +257.5% |
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