+125.0%
NU vs SIMO
+432.2%
-307.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -3.1% |
| 7D | +7.5% | +4.2% | +3.3% | +6.8% |
| 30D | +6.1% | +4.1% | +2.1% | +5.2% |
| 3M | +26.8% | -12.9% | +39.7% | +27.1% |
| 6M | +2.5% | +110.3% | -107.9% | -16.2% |
| YTD | -8.2% | +178.6% | -186.8% | -32.0% |
| 1Y | +3.4% | +220.0% | -216.6% | -27.7% |
| All | +125.0% | +432.2% | -307.1% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling