+142.6%
SN vs SIMO
+67.0%
+75.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.6% |
| 7D | +7.2% | -22.0% | +29.2% | +7.4% |
| 30D | +20.4% | -43.0% | +63.4% | +21.2% |
| 3M | +23.9% | -39.1% | +63.0% | +24.3% |
| 6M | +93.0% | -33.3% | +126.3% | +90.6% |
| YTD | +99.2% | +77.0% | +22.3% | +56.8% |
| 1Y | +142.6% | +73.0% | +69.6% | +94.0% |
| All | +142.6% | +67.0% | +75.6% | +94.0% |
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 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