+0.6%
APA vs SIMO
+2,171.3%
-2,170.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | -5.5% | -16.0% | +10.5% | -2.7% |
| 30D | -1.2% | -35.8% | +34.6% | +6.1% |
| 3M | +10.6% | -26.5% | +37.0% | +14.1% |
| 6M | +28.4% | -33.0% | +61.4% | +30.9% |
| YTD | +89.7% | +84.3% | +5.4% | +51.3% |
| 1Y | +90.6% | +82.0% | +8.6% | +52.1% |
| 3Y | +36.9% | +218.5% | -181.6% | -5.5% |
| 5Y | +83.2% | +175.0% | -91.8% | +24.6% |
| 10Y | -0.1% | +407.5% | -407.6% | -41.8% |
| All | +0.6% | +2,171.3% | -2,170.7% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling