+99.0%
NTRA vs SIMO
+94.5%
+4.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +1.1% |
| 7D | -7.9% | -16.9% | +9.0% | -7.1% |
| 30D | -8.1% | -35.4% | +27.2% | -6.9% |
| 3M | +42.1% | -31.9% | +74.0% | +43.6% |
| 6M | +84.8% | -19.3% | +104.1% | +85.3% |
| YTD | +70.7% | +98.5% | -27.8% | +53.1% |
| 1Y | +99.0% | +100.5% | -1.5% | +77.8% |
| All | +99.0% | +94.5% | +4.6% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling