+14.7%
SNOW vs SIMO
+423.2%
-408.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.3% |
| 7D | +0.2% | -8.5% | +8.6% | +1.9% |
| 30D | -21.1% | -34.8% | +13.7% | -14.0% |
| 3M | -11.9% | -32.8% | +20.9% | -6.5% |
| 6M | +91.0% | -32.0% | +123.0% | +93.1% |
| YTD | +32.7% | +87.0% | -54.3% | -9.7% |
| 1Y | +10.8% | +86.1% | -75.3% | -24.7% |
| 3Y | +86.2% | +226.4% | -140.2% | -1.7% |
| 5Y | -22.7% | +172.1% | -194.8% | -58.3% |
| All | +14.7% | +423.2% | -408.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling