+448.1%
SN vs SIMO
+209.7%
+238.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | +7.6% | -16.0% | +23.6% | +9.7% |
| 30D | +22.4% | -35.8% | +58.2% | +29.0% |
| 3M | +21.7% | -26.5% | +48.1% | +23.8% |
| 6M | +102.8% | -33.0% | +135.8% | +102.5% |
| YTD | +102.4% | +84.3% | +18.1% | +39.1% |
| 1Y | +139.0% | +82.0% | +57.0% | +64.7% |
| 3Y | +440.4% | +218.5% | +221.9% | +168.6% |
| All | +448.1% | +209.7% | +238.4% | +150.1% |
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