+2,788.3%
NVDL vs SIMO
+312.1%
+2,476.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.1% | -2.5% |
| 7D | +11.7% | +4.2% | +7.4% | +9.3% |
| 30D | +7.8% | +4.1% | +3.8% | +4.0% |
| 3M | +3.3% | -12.9% | +16.2% | +6.1% |
| 6M | +38.9% | +110.3% | -71.5% | -24.6% |
| YTD | +28.5% | +178.6% | -150.1% | -45.8% |
| 1Y | +40.6% | +220.0% | -179.4% | -47.4% |
| 3Y | +648.7% | +409.0% | +239.7% | +118.6% |
| All | +2,788.3% | +312.1% | +2,476.2% | +788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling