-30.1%
NVTS vs SIMO
+173.2%
-203.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.6% | -0.8% | -3.1% |
| 7D | +3.9% | +4.1% | -0.2% | +1.9% |
| 30D | -4.3% | -24.0% | +19.6% | +11.7% |
| 3M | -34.5% | -31.8% | -2.7% | -19.5% |
| 6M | -57.7% | -36.9% | -20.8% | -46.0% |
| YTD | +25.4% | +84.8% | -59.5% | -22.0% |
| 1Y | +13.1% | +99.0% | -85.8% | -32.9% |
| 3Y | +48.9% | +217.9% | -169.0% | -31.1% |
| 5Y | -51.8% | +171.5% | -223.2% | -73.5% |
| All | -30.1% | +173.2% | -203.2% | -61.7% |
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