+5.8%
APA vs SIMO
+418.6%
-412.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.7% | -11.9% | -3.7% |
| 7D | +0.5% | +4.2% | -3.7% | +0.2% |
| 30D | +23.4% | +4.1% | +19.3% | +22.6% |
| 3M | +12.7% | -12.9% | +25.6% | +12.9% |
| 6M | +39.4% | +110.3% | -70.9% | +23.4% |
| YTD | +79.0% | +178.6% | -99.6% | +46.5% |
| 1Y | +88.8% | +220.0% | -131.2% | +46.9% |
| All | +5.8% | +418.6% | -412.8% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling