+218.9%
NVO vs SIMO
+394.4%
-175.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +2.8% |
| 7D | +3.3% | +4.1% | -0.8% | +2.9% |
| 30D | +9.2% | -24.0% | +33.2% | +10.9% |
| 3M | -9.8% | -31.8% | +22.0% | -8.1% |
| 6M | -10.4% | -36.9% | +26.4% | -9.5% |
| YTD | -14.1% | +84.8% | -98.9% | -24.6% |
| 1Y | -11.1% | +99.0% | -110.1% | -22.8% |
| 3Y | -54.9% | +217.9% | -272.9% | -63.7% |
| 5Y | -17.4% | +171.5% | -188.9% | -33.7% |
| All | +218.9% | +394.4% | -175.5% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling