+4,437.1%
SNDK vs SIMO
+439.5%
+3,997.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.2% | -10.7% | -8.7% |
| 7D | -6.1% | +11.0% | -17.2% | -13.5% |
| 30D | +21.5% | +17.9% | +3.6% | +7.4% |
| 3M | -13.2% | +3.9% | -17.1% | -14.3% |
| 6M | +149.2% | +131.0% | +18.2% | +28.3% |
| YTD | +588.1% | +209.3% | +378.8% | +148.1% |
| 1Y | +1,837.5% | +223.8% | +1,613.8% | +573.5% |
| All | +4,437.1% | +439.5% | +3,997.6% | +878.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling