-7.8%
NVTS vs SIMO
+311.7%
-319.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.7% | -2.4% | +1.3% |
| 7D | +2.7% | +4.2% | -1.5% | +0.3% |
| 30D | -4.5% | +4.1% | -8.5% | -7.7% |
| 3M | -61.5% | -12.9% | -48.7% | -58.9% |
| 6M | +28.0% | +110.3% | -82.4% | -21.8% |
| YTD | +65.3% | +178.6% | -113.3% | -17.6% |
| 1Y | +113.0% | +220.0% | -107.0% | -1.2% |
| 3Y | +34.7% | +409.0% | -374.3% | -51.3% |
| All | -7.8% | +311.7% | -319.5% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling