+919.8%
NVDA vs SIMO
+269.6%
+650.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -1.8% |
| 7D | +5.9% | +4.2% | +1.7% | +4.4% |
| 30D | +5.1% | +4.1% | +1.0% | +2.6% |
| 3M | +5.4% | -12.9% | +18.2% | +6.3% |
| 6M | +26.0% | +110.3% | -84.3% | -14.2% |
| YTD | +23.7% | +178.6% | -154.9% | -27.7% |
| 1Y | +34.4% | +220.0% | -185.6% | -27.4% |
| 3Y | +375.8% | +409.0% | -33.2% | +102.1% |
| All | +919.8% | +269.6% | +650.3% | +409.6% |
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 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