+3,578.9%
SIMO vs NYT
+179.8%
+3,399.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.9% |
| 7D | +14.6% | +0.3% | +14.3% | +14.5% |
| 30D | +6.2% | +7.0% | -0.7% | +4.0% |
| 3M | +3.6% | -7.9% | +11.5% | +4.9% |
| 6M | +130.8% | -15.0% | +145.8% | +138.2% |
| YTD | +195.8% | -1.3% | +197.0% | +190.2% |
| 1Y | +225.0% | +16.9% | +208.1% | +201.5% |
| 3Y | +452.3% | +58.9% | +393.4% | +357.9% |
| 5Y | +303.6% | +40.9% | +262.7% | +237.4% |
| 10Y | +528.8% | +471.8% | +57.0% | +211.5% |
| All | +3,578.9% | +179.8% | +3,399.0% | +1,306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling