+2,650.8%
NTRA vs SIMO
+394.4%
+2,256.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | +0.3% |
| 7D | +2.7% | +4.1% | -1.4% | +1.5% |
| 30D | -19.2% | -24.0% | +4.8% | -13.8% |
| 3M | +2.7% | -31.8% | +34.4% | +10.6% |
| 6M | +63.4% | -36.9% | +100.3% | +72.4% |
| YTD | +39.3% | +84.8% | -45.5% | -5.5% |
| 1Y | +59.0% | +99.0% | -40.0% | +4.4% |
| 3Y | +557.4% | +217.9% | +339.4% | +241.2% |
| 5Y | +177.4% | +171.5% | +5.9% | +43.8% |
| All | +2,650.8% | +394.4% | +2,256.4% | +940.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling