-98.7%
NVD vs SIMO
+252.7%
-351.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.7% | -14.4% | -1.2% |
| 7D | +27.3% | +0.9% | +26.4% | +30.5% |
| 30D | +59.9% | -25.4% | +85.3% | +44.7% |
| 3M | +39.4% | -17.8% | +57.2% | +37.3% |
| 6M | +27.6% | -29.6% | +57.2% | +23.3% |
| YTD | -17.9% | +100.3% | -118.2% | +96.0% |
| 1Y | -14.5% | +100.4% | -114.8% | +108.2% |
| 3Y | -98.6% | +246.1% | -344.6% | -89.5% |
| All | -98.7% | +252.7% | -351.4% | -89.4% |
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 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