-59.5%
NVD vs SIMO
+234.0%
-293.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +2.4% |
| 7D | +0.5% | +14.5% | -14.0% | +3.8% |
| 30D | -9.3% | +20.4% | -29.7% | -4.6% |
| 3M | -22.1% | +7.1% | -29.2% | -18.3% |
| 6M | -45.8% | +129.2% | -175.1% | -26.5% |
| YTD | -46.7% | +201.9% | -248.7% | -14.1% |
| 1Y | -59.5% | +235.5% | -295.0% | -27.4% |
| All | -59.5% | +234.0% | -293.4% | -27.4% |
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