+455.3%
SN vs SIMO
+214.2%
+241.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.7% | +2.2% |
| 7D | +7.6% | -8.5% | +16.1% | +8.5% |
| 30D | +24.1% | -34.8% | +58.9% | +30.4% |
| 3M | +23.7% | -32.8% | +56.6% | +27.8% |
| 6M | +105.5% | -32.0% | +137.6% | +104.7% |
| YTD | +105.1% | +87.0% | +18.1% | +40.7% |
| 1Y | +148.3% | +86.1% | +62.2% | +70.3% |
| 3Y | +438.7% | +226.4% | +212.3% | +166.7% |
| All | +455.3% | +214.2% | +241.2% | +152.9% |
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