+14.7%
SNOW vs SIMO
+424.9%
-410.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.3% |
| 7D | +0.2% | -8.2% | +8.3% | +1.8% |
| 30D | -21.1% | -34.6% | +13.5% | -14.1% |
| 3M | -11.9% | -32.6% | +20.7% | -6.5% |
| 6M | +91.0% | -31.8% | +122.8% | +93.0% |
| YTD | +32.7% | +87.6% | -54.9% | -9.8% |
| 1Y | +10.8% | +86.7% | -75.9% | -24.8% |
| 3Y | +86.2% | +227.4% | -141.2% | -1.7% |
| 5Y | -22.7% | +173.0% | -195.7% | -58.3% |
| All | +14.7% | +424.9% | -410.2% | -60.9% |
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