+99.0%
SIMO vs NTR
+21.2%
+77.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.1% | -0.3% | +4.4% | +4.0% |
| 30D | -24.0% | +2.0% | -25.9% | -23.5% |
| 3M | -31.8% | +6.4% | -38.2% | -30.3% |
| 6M | -36.9% | +1.6% | -38.5% | -35.6% |
| YTD | +84.8% | +18.2% | +66.6% | +108.8% |
| 1Y | +99.0% | +23.9% | +75.1% | +124.9% |
| All | +99.0% | +21.2% | +77.8% | +124.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling