-6.3%
NVTS vs SIMO
+337.1%
-343.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | -1.9% |
| 7D | +9.7% | +14.6% | -4.9% | +1.2% |
| 30D | -13.6% | +6.2% | -19.8% | -17.0% |
| 3M | -51.0% | +3.6% | -54.5% | -53.0% |
| 6M | +46.3% | +130.8% | -84.4% | -15.7% |
| YTD | +68.1% | +195.8% | -127.7% | -19.2% |
| 1Y | +113.9% | +225.0% | -111.1% | -1.6% |
| 3Y | +45.3% | +452.3% | -407.0% | -49.8% |
| All | -6.3% | +337.1% | -343.4% | -60.3% |
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