-3.0%
NU vs SIMO
+234.0%
-236.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.2% | -2.2% |
| 7D | -2.6% | +14.5% | -17.1% | -3.1% |
| 30D | +8.2% | +20.4% | -12.2% | +7.5% |
| 3M | +26.3% | +7.1% | +19.1% | +25.2% |
| 6M | +2.2% | +129.2% | -127.0% | -6.0% |
| YTD | -10.4% | +201.9% | -212.3% | -21.2% |
| 1Y | -3.0% | +235.5% | -238.5% | -16.4% |
| All | -3.0% | +234.0% | -236.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling