+425.4%
SN vs SIMO
+185.4%
+240.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.4% | +13.4% | +0.9% |
| 7D | +3.8% | -31.4% | +35.2% | +8.7% |
| 30D | +17.5% | -45.2% | +62.7% | +26.5% |
| 3M | +19.2% | -36.5% | +55.7% | +23.7% |
| 6M | +84.9% | -34.2% | +119.1% | +83.5% |
| YTD | +94.0% | +69.9% | +24.1% | +34.8% |
| 1Y | +151.3% | +60.4% | +90.9% | +78.1% |
| 3Y | +387.1% | +203.1% | +183.9% | +143.2% |
| All | +425.4% | +185.4% | +240.0% | +142.3% |
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