+10,310.1%
NVDA vs SIMO
+436.4%
+9,873.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.7% | -10.0% | -6.3% |
| 7D | -11.6% | -8.2% | -3.4% | -9.2% |
| 30D | -22.1% | -34.6% | +12.5% | -10.5% |
| 3M | -20.1% | -32.6% | +12.5% | -11.3% |
| 6M | -16.8% | -31.8% | +15.0% | -12.4% |
| YTD | -4.0% | +87.6% | -91.6% | -40.8% |
| 1Y | -4.8% | +86.7% | -91.5% | -41.3% |
| 3Y | +281.7% | +227.4% | +54.3% | +73.7% |
| 5Y | +485.4% | +173.0% | +312.4% | +172.4% |
| 10Y | +10,310.1% | +409.6% | +9,900.4% | +3,056.6% |
| All | +10,310.1% | +436.4% | +9,873.7% | +3,056.6% |
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