+440.1%
SIMO vs NTRS
+165.3%
+274.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.8% | -5.1% |
| 7D | +12.5% | +0.3% | +12.2% | +12.3% |
| 30D | +18.4% | +0.2% | +18.3% | +18.3% |
| 3M | +5.6% | +13.2% | -7.6% | -0.2% |
| 6M | +116.9% | +36.9% | +80.0% | +86.2% |
| YTD | +188.4% | +39.1% | +149.3% | +144.7% |
| 1Y | +221.3% | +50.4% | +170.8% | +162.2% |
| All | +440.1% | +165.3% | +274.7% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling