+439.5%
SN vs SIMO
+197.3%
+242.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.1% |
| 7D | +7.2% | -22.0% | +29.2% | +10.3% |
| 30D | +20.4% | -43.0% | +63.4% | +28.9% |
| 3M | +23.9% | -39.1% | +63.0% | +29.9% |
| 6M | +93.0% | -33.3% | +126.3% | +91.9% |
| YTD | +99.2% | +77.0% | +22.3% | +37.6% |
| 1Y | +142.6% | +73.0% | +69.6% | +68.8% |
| 3Y | +398.8% | +215.7% | +183.1% | +147.8% |
| All | +439.5% | +197.3% | +242.2% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling