+2,541.3%
SNPS vs SIMO
+1,993.5%
+547.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.4% | +9.5% | -2.4% |
| 7D | -10.2% | -31.4% | +21.2% | -4.5% |
| 30D | -12.8% | -45.2% | +32.3% | -3.9% |
| 3M | +9.9% | -36.5% | +46.4% | +16.8% |
| 6M | -12.4% | -34.2% | +21.8% | -9.0% |
| YTD | -6.3% | +69.9% | -76.2% | -19.8% |
| 1Y | +7.6% | +60.4% | -52.8% | -7.0% |
| 3Y | -9.8% | +203.1% | -212.9% | -30.8% |
| 5Y | +29.2% | +145.4% | -116.2% | +0.1% |
| 10Y | +663.8% | +368.9% | +294.9% | +420.8% |
| All | +2,541.3% | +1,993.5% | +547.8% | +1,196.0% |
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 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