+262.9%
NVDL vs SIMO
+221.6%
+41.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.1% |
| 7D | -24.8% | +4.1% | -28.9% | -26.5% |
| 30D | -48.0% | -24.0% | -24.1% | -40.5% |
| 3M | -51.5% | -31.8% | -19.8% | -42.9% |
| 6M | -54.9% | -36.9% | -18.0% | -47.8% |
| YTD | -39.2% | +84.8% | -124.0% | -75.3% |
| 1Y | -41.1% | +99.0% | -140.1% | -78.1% |
| 3Y | +262.9% | +217.9% | +45.0% | -16.8% |
| All | +262.9% | +221.6% | +41.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling