+32.8%
SNOW vs SIMO
+679.4%
-646.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.7% | -14.1% | -7.3% |
| 7D | +2.8% | +4.2% | -1.4% | +1.6% |
| 30D | +6.4% | +4.1% | +2.3% | +4.3% |
| 3M | +38.1% | -12.9% | +51.0% | +37.3% |
| 6M | +100.4% | +110.3% | -10.0% | +44.1% |
| YTD | +53.7% | +178.6% | -124.9% | -2.5% |
| 1Y | +52.0% | +220.0% | -168.0% | -9.3% |
| 3Y | +114.7% | +409.0% | -294.4% | +4.1% |
| 5Y | +8.8% | +277.3% | -268.5% | -43.7% |
| All | +32.8% | +679.4% | -646.6% | -57.8% |
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