+1,237.1%
AAPL vs SIMO
+548.4%
+688.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -3.0% | +14.5% | -17.5% | -5.4% |
| 30D | +2.3% | +20.4% | -18.1% | -1.7% |
| 3M | +8.6% | +7.1% | +1.5% | +4.2% |
| 6M | +21.6% | +129.2% | -107.7% | -3.8% |
| YTD | +16.3% | +201.9% | -185.6% | -14.9% |
| 1Y | +35.1% | +235.5% | -200.5% | -4.4% |
| 3Y | +79.4% | +463.8% | -384.5% | +8.2% |
| 5Y | +109.8% | +306.7% | -196.9% | +30.8% |
| 10Y | +1,237.1% | +579.5% | +657.6% | +546.1% |
| All | +1,237.1% | +548.4% | +688.7% | +546.1% |
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