+7,999.2%
NVDA vs SIMO
+423.7%
+7,575.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.1% | -3.5% |
| 7D | -8.5% | +14.9% | -23.4% | -13.1% |
| 30D | -27.3% | -27.0% | -0.3% | -19.8% |
| 3M | -25.8% | -25.4% | -0.4% | -20.5% |
| 6M | -24.6% | -30.3% | +5.7% | -21.2% |
| YTD | -10.7% | +95.8% | -106.5% | -45.4% |
| 1Y | -14.0% | +100.0% | -114.1% | -48.1% |
| 3Y | +244.9% | +238.3% | +6.6% | +56.9% |
| 5Y | +449.3% | +187.6% | +261.7% | +153.2% |
| All | +7,999.2% | +423.7% | +7,575.5% | +2,535.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling