+2,335.3%
SIMO vs NVMI
+13,724.5%
-11,389.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.6% | -1.5% |
| 7D | +14.9% | +16.9% | -2.0% | +11.3% |
| 30D | -27.0% | -4.3% | -22.7% | -25.9% |
| 3M | -25.4% | -19.3% | -6.1% | -21.3% |
| 6M | -30.3% | -33.6% | +3.3% | -23.3% |
| YTD | +95.8% | -0.2% | +96.0% | +99.7% |
| 1Y | +100.0% | +5.1% | +95.0% | +102.2% |
| 3Y | +238.3% | +193.2% | +45.1% | +187.4% |
| 5Y | +187.6% | +148.6% | +38.9% | +147.3% |
| 10Y | +422.5% | +2,542.3% | -2,119.7% | +239.7% |
| All | +2,335.3% | +13,724.5% | -11,389.2% | +1,336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling