+719.6%
NTAP vs SIMO
+2,080.4%
-1,360.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.0% |
| 7D | -15.1% | -22.0% | +6.9% | -10.5% |
| 30D | -28.1% | -43.0% | +15.0% | -19.4% |
| 3M | -11.4% | -39.1% | +27.7% | -3.0% |
| 6M | +52.2% | -33.3% | +85.5% | +59.8% |
| YTD | +60.4% | +77.0% | -16.5% | +31.0% |
| 1Y | +51.0% | +73.0% | -22.0% | +23.8% |
| 3Y | +135.6% | +215.7% | -80.2% | +65.8% |
| 5Y | +107.5% | +155.6% | -48.1% | +46.6% |
| 10Y | +608.6% | +388.4% | +220.3% | +314.8% |
| All | +719.6% | +2,080.4% | -1,360.9% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling