+231.0%
SIMO vs NVDX
+357.5%
-126.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.6% | -4.7% |
| 7D | +4.1% | -24.7% | +28.8% | +10.8% |
| 30D | -24.0% | -48.2% | +24.2% | -11.5% |
| 3M | -31.8% | -51.9% | +20.1% | -19.4% |
| 6M | -36.9% | -55.6% | +18.8% | -24.9% |
| YTD | +84.8% | -41.5% | +126.4% | +105.5% |
| 1Y | +99.0% | -44.0% | +143.0% | +122.4% |
| 3Y | +217.9% | +262.2% | -44.3% | +153.5% |
| All | +231.0% | +357.5% | -126.5% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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