+2,198.9%
SIMO vs NVMI
+13,311.8%
-11,112.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -5.0% |
| 7D | +4.1% | +1.5% | +2.6% | +3.9% |
| 30D | -24.0% | -4.1% | -19.9% | -22.9% |
| 3M | -31.8% | -22.8% | -9.0% | -27.4% |
| 6M | -36.9% | -36.9% | 0.0% | -29.9% |
| YTD | +84.8% | -3.2% | +88.0% | +89.8% |
| 1Y | +99.0% | +7.1% | +91.9% | +100.7% |
| 3Y | +217.9% | +181.5% | +36.4% | +172.3% |
| 5Y | +171.5% | +141.2% | +30.3% | +135.0% |
| 10Y | +393.3% | +2,463.4% | -2,070.1% | +222.8% |
| All | +2,198.9% | +13,311.8% | -11,112.9% | +1,264.7% |
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