+4.5%
APA vs SIMO
+453.3%
-448.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.7% | -5.1% | +1.9% |
| 7D | +5.1% | +0.9% | +4.1% | +4.6% |
| 30D | +0.3% | -25.4% | +25.7% | +5.0% |
| 3M | +15.6% | -17.8% | +33.4% | +16.6% |
| 6M | +28.9% | -29.6% | +58.5% | +29.7% |
| YTD | +96.6% | +100.3% | -3.8% | +42.4% |
| 1Y | +95.5% | +100.4% | -4.9% | +41.3% |
| 3Y | +41.8% | +246.1% | -204.3% | -17.8% |
| 5Y | +85.4% | +189.8% | -104.4% | +4.1% |
| 10Y | +4.5% | +434.6% | -430.1% | -59.9% |
| All | +4.5% | +453.3% | -448.8% | -59.9% |
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