+9.5%
SNOW vs SIMO
+94.5%
-85.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -1.5% |
| 7D | -14.5% | -16.9% | +2.4% | -14.5% |
| 30D | -14.3% | -35.4% | +21.1% | -14.9% |
| 3M | -8.3% | -31.9% | +23.6% | -8.4% |
| 6M | +101.5% | -19.3% | +120.8% | +98.2% |
| YTD | +32.5% | +98.5% | -66.0% | +14.1% |
| 1Y | +9.5% | +100.5% | -91.0% | -6.7% |
| All | +9.5% | +94.5% | -85.0% | -6.7% |
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