-15.0%
NVO vs SIMO
+220.5%
-235.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -1.2% |
| 7D | -7.4% | +12.5% | -19.9% | -7.4% |
| 30D | -5.5% | +18.4% | -23.9% | -5.7% |
| 3M | +4.1% | +5.6% | -1.5% | +3.3% |
| 6M | +19.3% | +116.9% | -97.6% | +10.4% |
| YTD | -9.2% | +188.4% | -197.6% | -20.8% |
| 1Y | -15.0% | +221.3% | -236.3% | -27.8% |
| All | -15.0% | +220.5% | -235.5% | -27.8% |
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