+2,622.7%
NVDL vs SIMO
+346.6%
+2,276.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.8% |
| 7D | -0.8% | +14.5% | -15.3% | -7.5% |
| 30D | +3.4% | +20.4% | -17.0% | -6.7% |
| 3M | +8.1% | +7.1% | +1.0% | -0.4% |
| 6M | +31.9% | +129.2% | -97.4% | -31.7% |
| YTD | +21.1% | +201.9% | -180.8% | -50.9% |
| 1Y | +34.0% | +235.5% | -201.5% | -50.5% |
| 3Y | +677.9% | +463.8% | +214.1% | +116.8% |
| All | +2,622.7% | +346.6% | +2,276.1% | +704.1% |
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