-20.1%
NVDL vs SIMO
+94.5%
-114.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.6% | +3.5% | -3.7% |
| 7D | -14.0% | -16.9% | +2.9% | -10.1% |
| 30D | -31.2% | -35.4% | +4.2% | -24.0% |
| 3M | -15.5% | -31.9% | +16.4% | -8.6% |
| 6M | -10.3% | -19.3% | +9.0% | -5.5% |
| YTD | -5.8% | +98.5% | -104.3% | -26.7% |
| 1Y | -20.1% | +100.5% | -120.6% | -38.7% |
| All | -20.1% | +94.5% | -114.6% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling