+625.8%
NTAP vs SIMO
+605.2%
+20.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.2% | +1.3% | +6.9% |
| 7D | +7.4% | +11.0% | -3.7% | +4.9% |
| 30D | -1.4% | +17.9% | -19.3% | -5.3% |
| 3M | +24.6% | +3.9% | +20.7% | +20.6% |
| 6M | +105.9% | +131.0% | -25.1% | +57.8% |
| YTD | +88.5% | +209.3% | -120.8% | +31.5% |
| 1Y | +62.1% | +223.8% | -161.7% | +11.0% |
| 3Y | +169.1% | +479.2% | -310.2% | +53.6% |
| 5Y | +141.9% | +316.0% | -174.2% | +42.8% |
| All | +625.8% | +605.2% | +20.6% | +230.2% |
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