+44.0%
NVTS vs SIMO
+214.6%
-170.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.2% | +5.4% | +6.9% |
| 7D | +1.5% | -22.0% | +23.5% | +18.4% |
| 30D | -23.8% | -43.0% | +19.2% | +8.0% |
| 3M | -30.6% | -39.1% | +8.6% | -7.9% |
| 6M | -48.4% | -33.3% | -15.1% | -34.8% |
| YTD | +20.6% | +77.0% | -56.4% | -35.3% |
| 1Y | -2.5% | +73.0% | -75.6% | -46.3% |
| 3Y | +44.0% | +215.7% | -171.7% | -57.1% |
| All | +44.0% | +214.6% | -170.6% | -57.1% |
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 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