+2,672.2%
SNPS vs SIMO
+2,368.1%
+304.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -1.0% |
| 7D | -0.2% | +0.9% | -1.1% | -0.5% |
| 30D | -8.0% | -25.4% | +17.4% | -3.8% |
| 3M | +12.5% | -17.8% | +30.2% | +14.5% |
| 6M | -10.5% | -29.6% | +19.1% | -8.2% |
| YTD | -1.6% | +100.3% | -101.9% | -18.3% |
| 1Y | +16.8% | +100.4% | -83.6% | -3.0% |
| 3Y | -10.9% | +246.1% | -257.0% | -33.3% |
| 5Y | +35.8% | +189.8% | -154.0% | +2.1% |
| 10Y | +675.0% | +434.6% | +240.4% | +415.4% |
| All | +2,672.2% | +2,368.1% | +304.1% | +1,221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling