+1,040.6%
NBIS vs SIMO
+398.1%
+642.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.6% | -2.6% |
| 7D | +8.3% | +12.5% | -4.2% | +1.5% |
| 30D | +18.1% | +18.4% | -0.4% | +7.9% |
| 3M | +7.8% | +5.6% | +2.2% | +5.0% |
| 6M | +136.6% | +116.9% | +19.6% | +46.3% |
| YTD | +172.5% | +188.4% | -15.9% | +28.7% |
| 1Y | +144.3% | +221.3% | -77.0% | +5.5% |
| All | +1,040.6% | +398.1% | +642.5% | +227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling