-95.5%
SNDQ vs SIMO
+85.0%
-180.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.5% | +12.5% | +2.8% |
| 7D | -20.4% | +12.5% | -32.9% | -5.7% |
| 30D | -54.5% | +18.4% | -72.9% | -39.0% |
| 3M | -79.1% | +5.6% | -84.7% | -65.2% |
| All | -95.5% | +85.0% | -180.6% | -90.4% |
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 · Available span rolling