+596.0%
SIMO vs NTRS
+259.9%
+336.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.2% | +6.8% |
| 7D | +11.0% | +1.4% | +9.7% | +10.4% |
| 30D | +17.9% | -0.7% | +18.5% | +18.2% |
| 3M | +3.9% | +11.3% | -7.4% | -0.3% |
| 6M | +131.0% | +35.5% | +95.5% | +104.8% |
| YTD | +209.3% | +40.6% | +168.7% | +169.6% |
| 1Y | +223.8% | +49.2% | +174.5% | +175.8% |
| 3Y | +479.2% | +167.2% | +312.0% | +293.2% |
| 5Y | +316.0% | +94.9% | +221.1% | +208.5% |
| All | +596.0% | +259.9% | +336.1% | +282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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