+135.6%
NTAP vs SIMO
+214.6%
-79.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.0% |
| 7D | -15.1% | -22.0% | +6.9% | -10.7% |
| 30D | -28.1% | -43.0% | +15.0% | -20.0% |
| 3M | -11.4% | -39.1% | +27.7% | -3.4% |
| 6M | +52.2% | -33.3% | +85.5% | +59.9% |
| YTD | +60.4% | +77.0% | -16.5% | +23.9% |
| 1Y | +51.0% | +73.0% | -22.0% | +17.3% |
| 3Y | +135.6% | +215.7% | -80.2% | +46.5% |
| All | +135.6% | +214.6% | -79.0% | +46.5% |
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