-0.9%
NVO vs SIMO
+287.2%
-288.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -1.0% |
| 7D | -7.4% | +12.5% | -19.9% | -8.1% |
| 30D | -5.5% | +18.4% | -23.9% | -6.7% |
| 3M | +4.1% | +5.6% | -1.5% | +2.4% |
| 6M | +19.3% | +116.9% | -97.6% | +7.6% |
| YTD | -9.2% | +188.4% | -197.6% | -21.4% |
| 1Y | -15.0% | +221.3% | -236.3% | -27.5% |
| 3Y | -50.9% | +438.6% | -489.4% | -61.0% |
| 5Y | -0.9% | +287.9% | -288.8% | -18.5% |
| All | -0.9% | +287.2% | -288.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling