+48.4%
NU vs SIMO
+233.6%
-185.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -1.3% |
| 7D | +6.0% | +14.6% | -8.6% | +3.5% |
| 30D | +10.8% | +6.2% | +4.6% | +9.2% |
| 3M | +32.2% | +3.6% | +28.6% | +28.6% |
| 6M | +5.1% | +130.8% | -125.6% | -17.9% |
| YTD | -8.4% | +195.8% | -204.2% | -34.3% |
| 1Y | +0.7% | +225.0% | -224.3% | -30.2% |
| 3Y | +125.1% | +452.3% | -327.2% | +29.7% |
| All | +48.4% | +233.6% | -185.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling