+319.5%
SN vs SIMO
+368.0%
-48.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -2.5% |
| 7D | -9.3% | +4.2% | -13.6% | -10.0% |
| 30D | -4.8% | +4.1% | -8.9% | -6.1% |
| 3M | +40.4% | -12.9% | +53.3% | +40.4% |
| 6M | +50.9% | +110.3% | -59.4% | +13.5% |
| YTD | +54.9% | +178.6% | -123.6% | +2.3% |
| 1Y | +43.0% | +220.0% | -177.0% | -12.5% |
| 3Y | +391.8% | +409.0% | -17.2% | +130.0% |
| All | +319.5% | +368.0% | -48.4% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling