+479.2%
SIMO vs NYT
+56.2%
+423.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.8% | +7.2% |
| 7D | +11.0% | -0.6% | +11.6% | +11.1% |
| 30D | +17.9% | +4.6% | +13.3% | +17.6% |
| 3M | +3.9% | -9.6% | +13.5% | +4.6% |
| 6M | +131.0% | -14.0% | +145.0% | +133.7% |
| YTD | +209.3% | -2.8% | +212.2% | +203.8% |
| 1Y | +223.8% | +15.6% | +208.2% | +203.6% |
| 3Y | +479.2% | +56.3% | +422.9% | +393.8% |
| All | +479.2% | +56.2% | +423.0% | +393.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling