+131.1%
NTAP vs SIMO
+269.6%
-138.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.4% |
| 7D | -0.8% | +4.2% | -5.0% | -1.6% |
| 30D | -0.5% | +4.1% | -4.6% | -1.8% |
| 3M | +4.1% | -12.9% | +16.9% | +4.8% |
| 6M | +88.0% | +110.3% | -22.4% | +54.4% |
| YTD | +75.6% | +178.6% | -103.0% | +33.2% |
| 1Y | +58.9% | +220.0% | -161.1% | +15.9% |
| 3Y | +153.6% | +409.0% | -255.5% | +63.4% |
| All | +131.1% | +269.6% | -138.5% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling