+306.1%
SIMO vs NTR
+48.6%
+257.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | +14.5% | +0.5% | +14.0% | +14.4% |
| 30D | +20.4% | +21.7% | -1.3% | +17.4% |
| 3M | +7.1% | +22.8% | -15.6% | +4.2% |
| 6M | +129.2% | +8.2% | +121.0% | +125.9% |
| YTD | +201.9% | +32.9% | +169.0% | +187.7% |
| 1Y | +235.5% | +45.3% | +190.2% | +214.2% |
| 3Y | +463.8% | +41.7% | +422.2% | +421.3% |
| All | +306.1% | +48.6% | +257.5% | +221.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling