+1,031.9%
NBIS vs SIMO
+381.1%
+650.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.7% | -1.2% | +2.6% |
| 7D | +8.2% | +4.2% | +4.0% | +5.7% |
| 30D | +3.4% | +4.1% | -0.7% | -0.3% |
| 3M | -12.8% | -12.9% | +0.1% | -6.9% |
| 6M | +131.5% | +110.3% | +21.2% | +45.7% |
| YTD | +170.5% | +178.6% | -8.1% | +30.1% |
| 1Y | +248.8% | +220.0% | +28.8% | +48.6% |
| All | +1,031.9% | +381.1% | +650.9% | +230.8% |
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