-15.6%
SNPS vs SIMO
+418.6%
-434.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.7% | -14.1% | -7.4% |
| 7D | -11.0% | +4.2% | -15.2% | -12.0% |
| 30D | -1.7% | +4.1% | -5.8% | -3.6% |
| 3M | -20.4% | -12.9% | -7.5% | -19.9% |
| 6M | -8.6% | +110.3% | -119.0% | -33.4% |
| YTD | -16.2% | +178.6% | -194.7% | -46.9% |
| 1Y | -34.6% | +220.0% | -254.6% | -61.3% |
| All | -15.6% | +418.6% | -434.2% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling