+31.7%
SNPS vs SIMO
+170.3%
-138.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.3% |
| 7D | +1.1% | +4.1% | -3.1% | 0.0% |
| 30D | -5.2% | -24.0% | +18.8% | +0.1% |
| 3M | +10.6% | -31.8% | +42.3% | +17.9% |
| 6M | -10.6% | -36.9% | +26.3% | -5.6% |
| YTD | -3.1% | +84.8% | -87.9% | -28.0% |
| 1Y | +15.6% | +99.0% | -83.4% | -16.2% |
| 3Y | -12.9% | +217.9% | -230.9% | -46.1% |
| All | +31.7% | +170.3% | -138.7% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling