+0.3%
APA vs SIMO
+379.7%
-379.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +1.9% |
| 7D | -15.5% | -22.0% | +6.5% | -11.6% |
| 30D | +2.4% | -43.0% | +45.4% | +12.7% |
| 3M | +22.8% | -39.1% | +61.9% | +31.2% |
| 6M | +17.9% | -33.3% | +51.2% | +19.5% |
| YTD | +87.7% | +77.0% | +10.7% | +39.4% |
| 1Y | +94.2% | +73.0% | +21.2% | +44.8% |
| 3Y | +27.2% | +215.7% | -188.5% | -25.2% |
| 5Y | +74.1% | +155.6% | -81.5% | +0.3% |
| All | +0.3% | +379.7% | -379.4% | -61.0% |
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