-11.6%
SNPS vs SIMO
+248.6%
-260.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -1.5% |
| 7D | -0.2% | +0.9% | -1.1% | -0.6% |
| 30D | -8.0% | -25.4% | +17.4% | -2.6% |
| 3M | +12.5% | -17.8% | +30.2% | +14.7% |
| 6M | -10.5% | -29.6% | +19.1% | -8.1% |
| YTD | -1.6% | +100.3% | -101.9% | -33.7% |
| 1Y | +16.8% | +100.4% | -83.6% | -21.4% |
| All | -11.6% | +248.6% | -260.2% | -54.0% |
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