+691.2%
SNPS vs SIMO
+434.7%
+256.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +2.2% |
| 7D | +0.2% | -8.5% | +8.6% | +2.0% |
| 30D | -8.4% | -34.8% | +26.4% | +1.1% |
| 3M | +12.3% | -32.8% | +45.1% | +20.9% |
| 6M | -9.6% | -32.0% | +22.4% | -5.9% |
| YTD | -0.6% | +87.0% | -87.6% | -26.9% |
| 1Y | +18.7% | +86.1% | -67.4% | -12.6% |
| 3Y | -7.6% | +226.4% | -234.0% | -43.9% |
| 5Y | +34.1% | +172.1% | -138.0% | -18.6% |
| 10Y | +691.2% | +408.0% | +283.2% | +267.4% |
| All | +691.2% | +434.7% | +256.5% | +267.4% |
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 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