+1,266.3%
NVDL vs SIMO
+173.4%
+1,093.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.3% |
| 7D | -24.8% | +4.1% | -28.9% | -26.4% |
| 30D | -48.0% | -24.0% | -24.1% | -41.0% |
| 3M | -51.5% | -31.8% | -19.8% | -43.4% |
| 6M | -54.9% | -36.9% | -18.0% | -48.0% |
| YTD | -39.2% | +84.8% | -124.0% | -69.3% |
| 1Y | -41.1% | +99.0% | -140.1% | -72.0% |
| 3Y | +262.9% | +217.9% | +45.0% | +29.0% |
| All | +1,266.3% | +173.4% | +1,093.0% | +403.0% |
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