+5.5%
SNOW vs SIMO
+297.1%
-291.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.7% |
| 7D | +4.9% | +14.6% | -9.7% | +1.8% |
| 30D | +1.5% | +6.2% | -4.7% | -0.5% |
| 3M | +39.5% | +3.6% | +36.0% | +33.7% |
| 6M | +85.9% | +130.8% | -44.9% | +33.3% |
| YTD | +52.9% | +195.8% | -142.8% | -2.0% |
| 1Y | +48.1% | +225.0% | -176.9% | -9.1% |
| 3Y | +102.2% | +452.3% | -350.1% | -1.3% |
| 5Y | +5.5% | +303.6% | -298.1% | -43.4% |
| All | +5.5% | +297.1% | -291.7% | -43.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling