+156.0%
NTAP vs SIMO
+240.7%
-84.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | +9.9% | +14.9% | -5.0% | +6.6% |
| 30D | -22.1% | -27.0% | +4.8% | -17.5% |
| 3M | -7.7% | -25.4% | +17.7% | -3.1% |
| 6M | +60.9% | -30.3% | +91.2% | +67.4% |
| YTD | +76.4% | +95.8% | -19.4% | +33.3% |
| 1Y | +69.3% | +100.0% | -30.7% | +26.6% |
| All | +156.0% | +240.7% | -84.7% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling