+2,710.5%
NVO vs SIMO
+3,332.4%
-621.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -2.8% |
| 7D | +2.2% | +4.2% | -2.1% | +1.7% |
| 30D | +6.0% | +4.1% | +1.9% | +5.1% |
| 3M | +7.9% | -12.9% | +20.8% | +7.7% |
| 6M | +27.1% | +110.3% | -83.3% | +13.8% |
| YTD | -3.8% | +178.6% | -182.4% | -17.0% |
| 1Y | -12.8% | +220.0% | -232.8% | -26.1% |
| 3Y | -46.3% | +409.0% | -455.3% | -57.2% |
| 5Y | +3.6% | +277.3% | -273.7% | -16.8% |
| 10Y | +157.0% | +506.6% | -349.6% | +89.1% |
| All | +2,710.5% | +3,332.4% | -621.9% | +1,363.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling