-26.7%
NVTS vs SIMO
+172.5%
-199.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.1% |
| 7D | +9.6% | -16.0% | +25.6% | +21.1% |
| 30D | -13.0% | -35.8% | +22.8% | +12.1% |
| 3M | -28.8% | -26.5% | -2.3% | -16.6% |
| 6M | -48.5% | -33.0% | -15.5% | -36.0% |
| YTD | +31.4% | +84.3% | -53.0% | -18.3% |
| 1Y | -2.3% | +82.0% | -84.3% | -38.5% |
| 3Y | +49.8% | +218.5% | -168.7% | -30.8% |
| 5Y | -43.2% | +175.0% | -218.2% | -68.9% |
| All | -26.7% | +172.5% | -199.2% | -59.9% |
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