+147.5%
NTAP vs SIMO
+418.6%
-271.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.5% |
| 7D | -0.8% | +4.2% | -5.0% | -1.6% |
| 30D | -0.5% | +4.1% | -4.6% | -1.9% |
| 3M | +4.1% | -12.9% | +16.9% | +4.9% |
| 6M | +88.0% | +110.3% | -22.4% | +49.6% |
| YTD | +75.6% | +178.6% | -103.0% | +24.6% |
| 1Y | +58.9% | +220.0% | -161.1% | +5.9% |
| All | +147.5% | +418.6% | -271.0% | +33.8% |
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