+473.7%
SIMO vs NTR
+100.5%
+373.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +9.1% |
| 7D | +4.2% | +8.1% | -3.9% | +2.2% |
| 30D | +4.1% | +18.8% | -14.7% | -0.2% |
| 3M | -12.9% | +16.2% | -29.1% | -16.2% |
| 6M | +110.3% | +9.8% | +100.6% | +103.3% |
| YTD | +178.6% | +30.9% | +147.7% | +156.1% |
| 1Y | +220.0% | +41.8% | +178.2% | +186.9% |
| 3Y | +409.0% | +35.8% | +373.3% | +354.4% |
| 5Y | +277.3% | +51.0% | +226.3% | +194.7% |
| All | +473.7% | +100.5% | +373.1% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling