+158.9%
SN vs SIMO
+94.5%
+64.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.6% | +13.7% | +4.2% |
| 7D | +10.6% | -16.9% | +27.5% | +10.8% |
| 30D | +20.0% | -35.4% | +55.4% | +20.6% |
| 3M | +30.4% | -31.9% | +62.2% | +30.6% |
| 6M | +91.0% | -19.3% | +110.3% | +87.3% |
| YTD | +95.9% | +98.5% | -2.5% | +59.2% |
| 1Y | +158.9% | +100.5% | +58.4% | +109.3% |
| All | +158.9% | +94.5% | +64.4% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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