+48.8%
NU vs SIMO
+214.2%
-165.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -3.4% |
| 7D | +7.5% | +4.2% | +3.3% | +6.6% |
| 30D | +6.1% | +4.1% | +2.1% | +4.9% |
| 3M | +26.8% | -12.9% | +39.7% | +27.1% |
| 6M | +2.5% | +110.3% | -107.9% | -18.4% |
| YTD | -8.2% | +178.6% | -186.8% | -33.4% |
| 1Y | +3.4% | +220.0% | -216.6% | -28.6% |
| 3Y | +116.2% | +409.0% | -292.9% | +26.6% |
| All | +48.8% | +214.2% | -165.4% | +0.7% |
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