+1,723.2%
NTRA vs SIMO
+837.7%
+885.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -2.1% |
| 7D | +0.6% | +4.2% | -3.6% | -0.7% |
| 30D | +19.5% | +4.1% | +15.4% | +16.7% |
| 3M | +47.8% | -12.9% | +60.6% | +48.0% |
| 6M | +61.6% | +110.3% | -48.7% | +17.2% |
| YTD | +43.3% | +178.6% | -135.3% | -7.4% |
| 1Y | +97.0% | +220.0% | -123.0% | +19.9% |
| 3Y | +424.9% | +409.0% | +15.9% | +161.8% |
| 5Y | +165.2% | +277.3% | -112.1% | +39.8% |
| 10Y | +3,114.3% | +506.6% | +2,607.7% | +1,196.4% |
| All | +1,723.2% | +837.7% | +885.6% | +626.6% |
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