-91.0%
SNDQ vs SIMO
+27.3%
-118.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -9.6% | +24.9% | +3.9% |
| 7D | +66.1% | -16.9% | +83.0% | +41.0% |
| 30D | +122.5% | -35.4% | +157.9% | +54.2% |
| 3M | +11.6% | -31.9% | +43.4% | -5.1% |
| 6M | -82.2% | -19.3% | -62.9% | -75.5% |
| All | -91.0% | +27.3% | -118.4% | -85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling