+493.9%
SIMO vs NTR
+98.7%
+395.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.9% |
| 7D | +12.5% | -2.5% | +15.0% | +13.2% |
| 30D | +18.4% | +17.0% | +1.4% | +14.0% |
| 3M | +5.6% | +22.2% | -16.6% | +0.3% |
| 6M | +116.9% | +5.2% | +111.7% | +112.2% |
| YTD | +188.4% | +29.7% | +158.7% | +165.8% |
| 1Y | +221.3% | +39.4% | +181.9% | +189.4% |
| 3Y | +438.6% | +38.2% | +400.4% | +378.5% |
| 5Y | +287.9% | +47.6% | +240.3% | +205.4% |
| All | +493.9% | +98.7% | +395.2% | +294.9% |
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