+3,032.9%
NTRA vs SIMO
+557.5%
+2,475.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | 0.0% |
| 7D | -0.5% | +12.5% | -13.0% | -3.9% |
| 30D | +4.3% | +18.4% | -14.1% | -1.4% |
| 3M | +50.6% | +5.6% | +45.0% | +42.6% |
| 6M | +63.9% | +116.9% | -53.0% | +14.4% |
| YTD | +42.4% | +188.4% | -146.0% | -12.6% |
| 1Y | +92.1% | +221.3% | -129.2% | +11.6% |
| 3Y | +501.7% | +438.6% | +63.2% | +173.4% |
| 5Y | +171.4% | +287.9% | -116.5% | +32.3% |
| All | +3,032.9% | +557.5% | +2,475.5% | +1,015.7% |
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