-51.3%
NVO vs SIMO
+469.0%
-520.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -4.7% | +14.5% | -19.2% | -5.7% |
| 30D | -5.4% | +20.4% | -25.9% | -7.0% |
| 3M | +7.0% | +7.1% | -0.2% | +4.8% |
| 6M | +17.6% | +129.2% | -111.6% | +0.6% |
| YTD | -8.0% | +201.9% | -210.0% | -26.7% |
| 1Y | -13.8% | +235.5% | -249.3% | -33.3% |
| All | -51.3% | +469.0% | -520.2% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling