+16.9%
NU vs SIMO
+107.9%
-91.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.0% |
| 7D | +4.0% | -16.0% | +20.1% | +6.6% |
| 30D | -25.1% | -35.8% | +10.7% | -20.3% |
| 3M | -12.8% | -26.5% | +13.6% | -10.2% |
| 6M | -12.5% | -33.0% | +20.5% | -10.9% |
| YTD | -27.8% | +84.3% | -112.2% | -44.9% |
| 1Y | -24.6% | +82.0% | -106.6% | -42.3% |
| 3Y | +41.8% | +218.5% | -176.7% | -11.3% |
| All | +16.9% | +107.9% | -91.0% | -16.7% |
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