+410.8%
NVT vs SIMO
+312.7%
+98.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.0% |
| 7D | +7.0% | +14.5% | -7.5% | +3.1% |
| 30D | -2.3% | +20.4% | -22.8% | -7.3% |
| 3M | -3.1% | +7.1% | -10.2% | -6.2% |
| 6M | +47.0% | +129.2% | -82.2% | +13.8% |
| YTD | +56.2% | +201.9% | -145.7% | +10.1% |
| 1Y | +74.5% | +235.5% | -161.0% | +18.8% |
| 3Y | +184.0% | +463.8% | -279.8% | +66.3% |
| 5Y | +410.8% | +306.7% | +104.1% | +212.2% |
| All | +410.8% | +312.7% | +98.0% | +212.2% |
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 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