+455.3%
SN vs SIMO
+215.2%
+240.2%
-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% | -8.2% | +15.8% | +8.5% |
| 30D | +24.1% | -34.6% | +58.7% | +30.4% |
| 3M | +23.7% | -32.6% | +56.3% | +27.8% |
| 6M | +105.5% | -31.8% | +137.3% | +104.7% |
| YTD | +105.1% | +87.6% | +17.5% | +40.6% |
| 1Y | +148.3% | +86.7% | +61.6% | +70.2% |
| 3Y | +438.7% | +227.4% | +211.2% | +166.6% |
| All | +455.3% | +215.2% | +240.2% | +152.8% |
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