+434.6%
SIMO vs NVS
+249.7%
+184.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +9.0% |
| 7D | +0.9% | -2.8% | +3.8% | +1.5% |
| 30D | -25.4% | +11.5% | -36.9% | -27.0% |
| 3M | -17.8% | +3.7% | -21.4% | -19.1% |
| 6M | -29.6% | +10.4% | -39.9% | -32.2% |
| YTD | +100.3% | +19.8% | +80.5% | +87.4% |
| 1Y | +100.4% | +26.6% | +73.8% | +84.2% |
| 3Y | +246.1% | +90.1% | +156.0% | +173.0% |
| 5Y | +189.8% | +133.4% | +56.4% | +104.7% |
| 10Y | +434.6% | +251.0% | +183.6% | +248.7% |
| All | +434.6% | +249.7% | +184.9% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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