+2,490.2%
NVDL vs SIMO
+357.5%
+2,132.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.2% | -7.4% | -3.6% |
| 7D | -10.3% | +11.0% | -21.4% | -15.0% |
| 30D | -7.1% | +17.9% | -25.0% | -15.4% |
| 3M | +6.6% | +3.9% | +2.7% | -0.3% |
| 6M | +21.1% | +131.0% | -110.0% | -37.3% |
| YTD | +15.2% | +209.3% | -194.1% | -53.9% |
| 1Y | +18.8% | +223.8% | -205.0% | -54.4% |
| 3Y | +649.9% | +479.2% | +170.7% | +106.1% |
| All | +2,490.2% | +357.5% | +2,132.6% | +655.2% |
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