+3,578.9%
SIMO vs NTRS
+567.8%
+3,011.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.6% |
| 7D | +14.6% | +1.7% | +12.9% | +13.7% |
| 30D | +6.2% | +0.1% | +6.1% | +6.1% |
| 3M | +3.6% | +9.8% | -6.3% | -0.5% |
| 6M | +130.8% | +34.7% | +96.1% | +101.6% |
| YTD | +195.8% | +37.4% | +158.4% | +155.2% |
| 1Y | +225.0% | +48.2% | +176.8% | +171.3% |
| 3Y | +452.3% | +163.5% | +288.8% | +252.3% |
| 5Y | +303.6% | +88.2% | +215.4% | +186.7% |
| 10Y | +528.8% | +246.8% | +281.9% | +211.0% |
| All | +3,578.9% | +567.8% | +3,011.0% | +1,134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling