+576.6%
NTAP vs SIMO
+436.4%
+140.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +2.7% |
| 7D | -5.0% | -8.2% | +3.2% | -3.2% |
| 30D | -25.8% | -34.6% | +8.9% | -18.5% |
| 3M | -6.9% | -32.6% | +25.7% | +0.4% |
| 6M | +50.0% | -31.8% | +81.8% | +57.2% |
| YTD | +66.9% | +87.6% | -20.7% | +28.7% |
| 1Y | +58.3% | +86.7% | -28.4% | +21.9% |
| 3Y | +145.1% | +227.4% | -82.3% | +56.9% |
| 5Y | +114.2% | +173.0% | -58.8% | +35.8% |
| 10Y | +576.6% | +409.6% | +166.9% | +231.2% |
| All | +576.6% | +436.4% | +140.2% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling