+432.7%
SN vs SIMO
+228.9%
+203.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.7% |
| 7D | +1.4% | +14.9% | -13.5% | -0.5% |
| 30D | +16.6% | -27.0% | +43.6% | +20.7% |
| 3M | +18.3% | -25.4% | +43.7% | +20.4% |
| 6M | +103.1% | -30.3% | +133.3% | +102.1% |
| YTD | +96.7% | +95.8% | +0.9% | +34.1% |
| 1Y | +134.3% | +100.0% | +34.3% | +58.0% |
| 3Y | +425.2% | +238.3% | +187.0% | +158.8% |
| All | +432.7% | +228.9% | +203.8% | +141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling