+280.6%
SIMO vs NTR
+81.1%
+199.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -24.0% | +2.0% | -25.9% | -24.6% |
| 3M | -31.8% | +6.4% | -38.2% | -33.0% |
| 6M | -36.9% | +1.6% | -38.5% | -37.5% |
| YTD | +84.8% | +18.2% | +66.6% | +73.6% |
| 1Y | +99.0% | +23.9% | +75.1% | +84.1% |
| 3Y | +217.9% | +44.7% | +173.3% | +178.0% |
| 5Y | +171.5% | +21.3% | +150.1% | +127.4% |
| All | +280.6% | +81.1% | +199.5% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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