+129.4%
NVT vs SIMO
+221.6%
-92.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +1.3% |
| 7D | +8.0% | +4.1% | +3.9% | +6.3% |
| 30D | -24.8% | -24.0% | -0.8% | -16.9% |
| 3M | -32.4% | -31.8% | -0.7% | -23.2% |
| 6M | -33.5% | -36.9% | +3.4% | -24.0% |
| YTD | +13.2% | +84.8% | -71.6% | -16.7% |
| 1Y | +9.0% | +99.0% | -90.0% | -22.6% |
| 3Y | +129.4% | +217.9% | -88.6% | +22.2% |
| All | +129.4% | +221.6% | -92.2% | +22.2% |
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