+1,306.6%
AAPL vs SIMO
+395.4%
+911.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +5.0% | -16.0% | +21.0% | +7.6% |
| 30D | +3.5% | -35.8% | +39.3% | +10.2% |
| 3M | +13.1% | -26.5% | +39.5% | +15.9% |
| 6M | +19.0% | -33.0% | +52.0% | +20.5% |
| YTD | +28.5% | +84.3% | -55.8% | -0.1% |
| 1Y | +29.7% | +82.0% | -52.3% | +0.9% |
| 3Y | +89.2% | +218.5% | -129.2% | +23.1% |
| 5Y | +141.2% | +175.0% | -33.8% | +54.6% |
| 10Y | +1,306.6% | +407.5% | +899.1% | +603.6% |
| All | +1,306.6% | +395.4% | +911.2% | +603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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