+161.4%
APA vs SIMO
+274.0%
-112.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.7% | -11.9% | -3.9% |
| 7D | +0.5% | +4.2% | -3.7% | +0.2% |
| 30D | +23.4% | +4.1% | +19.3% | +22.5% |
| 3M | +12.7% | -12.9% | +25.6% | +12.8% |
| 6M | +39.4% | +110.3% | -70.9% | +23.6% |
| YTD | +79.0% | +178.6% | -99.6% | +49.8% |
| 1Y | +88.8% | +220.0% | -131.2% | +52.9% |
| 3Y | +6.4% | +409.0% | -402.7% | -22.8% |
| All | +161.4% | +274.0% | -112.7% | +100.5% |
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