+3,365.1%
SIMO vs NVS
+681.0%
+2,684.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.6% | +9.6% |
| 7D | +4.2% | +4.0% | +0.2% | +2.1% |
| 30D | +4.1% | +3.6% | +0.5% | +1.7% |
| 3M | -12.9% | +7.8% | -20.7% | -16.9% |
| 6M | +110.3% | -0.2% | +110.5% | +106.9% |
| YTD | +178.6% | +19.6% | +159.0% | +150.9% |
| 1Y | +220.0% | +28.4% | +191.6% | +177.6% |
| 3Y | +409.0% | +76.2% | +332.8% | +266.5% |
| 5Y | +277.3% | +111.1% | +166.2% | +139.5% |
| 10Y | +506.6% | +224.3% | +282.4% | +189.2% |
| All | +3,365.1% | +681.0% | +2,684.1% | +927.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling