+1,694.1%
NTRA vs SIMO
+559.0%
+1,135.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.6% |
| 7D | -11.2% | +14.9% | -26.1% | -14.6% |
| 30D | -18.4% | -27.0% | +8.6% | -12.5% |
| 3M | +2.2% | -25.4% | +27.6% | +7.2% |
| 6M | +58.1% | -30.3% | +88.4% | +62.1% |
| YTD | +41.0% | +95.8% | -54.8% | -2.4% |
| 1Y | +54.1% | +100.0% | -45.9% | +5.6% |
| 3Y | +590.9% | +238.3% | +352.7% | +276.8% |
| 5Y | +180.7% | +187.6% | -6.8% | +54.1% |
| 10Y | +2,796.3% | +422.5% | +2,373.8% | +1,130.0% |
| All | +1,694.1% | +559.0% | +1,135.1% | +666.2% |
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