-0.9%
APA vs SIMO
+434.7%
-435.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -1.3% |
| 7D | -8.7% | -8.5% | -0.3% | -7.5% |
| 30D | -2.4% | -34.8% | +32.4% | +4.8% |
| 3M | +19.0% | -32.8% | +51.8% | +24.7% |
| 6M | +26.8% | -32.0% | +58.8% | +28.3% |
| YTD | +87.3% | +87.0% | +0.3% | +37.6% |
| 1Y | +92.3% | +86.1% | +6.2% | +41.1% |
| 3Y | +37.3% | +226.4% | -189.2% | -19.5% |
| 5Y | +73.2% | +172.1% | -98.9% | -1.6% |
| 10Y | -0.9% | +408.0% | -408.9% | -61.7% |
| All | -0.9% | +434.7% | -435.6% | -61.7% |
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