+596.0%
SIMO vs NVMI
+3,158.6%
-2,562.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.7% | +6.5% |
| 7D | +11.0% | -0.1% | +11.1% | +11.2% |
| 30D | +17.9% | -8.4% | +26.3% | +22.9% |
| 3M | +3.9% | -33.6% | +37.5% | +24.9% |
| 6M | +131.0% | -14.7% | +145.7% | +149.7% |
| YTD | +209.3% | +13.2% | +196.1% | +193.9% |
| 1Y | +223.8% | +29.0% | +194.7% | +191.9% |
| 3Y | +479.2% | +215.0% | +264.2% | +242.4% |
| 5Y | +316.0% | +268.6% | +47.5% | +120.0% |
| All | +596.0% | +3,158.6% | -2,562.6% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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