-99.2%
NVD vs SIMO
+420.8%
-519.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.2% | -2.3% | +7.1% |
| 7D | -7.7% | +14.6% | -22.3% | -0.7% |
| 30D | -5.8% | +6.2% | -12.0% | -1.4% |
| 3M | -23.2% | +3.6% | -26.8% | -16.7% |
| 6M | -49.7% | +130.8% | -180.5% | +1.9% |
| YTD | -47.7% | +195.8% | -243.5% | +42.1% |
| 1Y | -61.3% | +225.0% | -286.3% | +23.8% |
| 3Y | -99.2% | +452.3% | -551.5% | -92.5% |
| All | -99.2% | +420.8% | -519.9% | -92.3% |
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