+645.9%
SNPS vs SIMO
+360.6%
+285.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.4% | +9.5% | -1.2% |
| 7D | -10.2% | -31.4% | +21.2% | -1.7% |
| 30D | -12.8% | -45.2% | +32.3% | +0.4% |
| 3M | +9.9% | -36.5% | +46.4% | +19.8% |
| 6M | -12.4% | -34.2% | +21.8% | -8.2% |
| YTD | -6.3% | +69.9% | -76.2% | -29.3% |
| 1Y | +7.6% | +60.4% | -52.8% | -17.5% |
| 3Y | -9.8% | +203.1% | -212.9% | -44.2% |
| 5Y | +29.2% | +145.4% | -116.2% | -19.4% |
| All | +645.9% | +360.6% | +285.3% | +254.1% |
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