+69.8%
APA vs SIMO
+154.7%
-84.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +2.3% |
| 7D | -15.5% | -22.0% | +6.5% | -14.0% |
| 30D | +2.4% | -43.0% | +45.4% | +6.2% |
| 3M | +22.8% | -39.1% | +61.9% | +26.0% |
| 6M | +17.9% | -33.3% | +51.2% | +18.4% |
| YTD | +87.7% | +77.0% | +10.7% | +61.1% |
| 1Y | +94.2% | +73.0% | +21.2% | +67.1% |
| 3Y | +27.2% | +215.7% | -188.5% | -5.0% |
| All | +69.8% | +154.7% | -84.8% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling