-12.8%
NVO vs SIMO
+226.2%
-239.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -1.9% |
| 7D | +2.2% | +4.2% | -2.1% | +2.2% |
| 30D | +6.0% | +4.1% | +1.9% | +5.9% |
| 3M | +7.9% | -12.9% | +20.8% | +7.8% |
| 6M | +27.1% | +110.3% | -83.3% | +17.7% |
| YTD | -3.8% | +178.6% | -182.4% | -15.7% |
| 1Y | -12.8% | +220.0% | -232.8% | -26.8% |
| All | -12.8% | +226.2% | -239.1% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling