+433.2%
SNXX vs SIMO
+137.1%
+296.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -7.0% |
| 7D | +26.7% | +14.6% | +12.1% | +8.9% |
| 30D | +90.7% | +6.2% | +84.5% | +79.9% |
| 3M | -30.9% | +3.6% | -34.4% | -16.8% |
| 6M | +409.9% | +130.8% | +279.2% | +244.6% |
| All | +433.2% | +137.1% | +296.1% | +273.9% |
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