+68.1%
NTAP vs SIMO
+94.5%
-26.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +8.0% | -0.4% |
| 7D | -16.1% | -16.9% | +0.8% | -14.1% |
| 30D | -15.9% | -35.4% | +19.4% | -11.9% |
| 3M | -1.2% | -31.9% | +30.6% | +2.6% |
| 6M | +70.1% | -19.3% | +89.4% | +74.6% |
| YTD | +77.9% | +98.5% | -20.5% | +63.2% |
| 1Y | +68.1% | +100.5% | -32.4% | +53.4% |
| All | +68.1% | +94.5% | -26.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling