+712.5%
NVT vs SIMO
+578.6%
+133.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.8% |
| 7D | +2.0% | +12.5% | -10.5% | -1.6% |
| 30D | -7.2% | +18.4% | -25.6% | -12.1% |
| 3M | -0.9% | +5.6% | -6.5% | -4.3% |
| 6M | +42.6% | +116.9% | -74.3% | +6.7% |
| YTD | +52.9% | +188.4% | -135.5% | +2.7% |
| 1Y | +64.5% | +221.3% | -156.8% | +6.0% |
| 3Y | +178.0% | +438.6% | -260.6% | +48.9% |
| 5Y | +402.8% | +287.9% | +114.9% | +178.7% |
| All | +712.5% | +578.6% | +133.9% | +210.9% |
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