-5.1%
APA vs SIMO
+3,332.4%
-3,337.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.7% | -11.9% | -4.8% |
| 7D | +0.5% | +4.2% | -3.7% | -0.4% |
| 30D | +23.4% | +4.1% | +19.3% | +21.3% |
| 3M | +12.7% | -12.9% | +25.6% | +12.3% |
| 6M | +39.4% | +110.3% | -70.9% | +12.8% |
| YTD | +79.0% | +178.6% | -99.6% | +34.7% |
| 1Y | +88.8% | +220.0% | -131.2% | +37.0% |
| 3Y | +6.4% | +409.0% | -402.7% | -31.6% |
| 5Y | +153.0% | +277.3% | -124.3% | +65.7% |
| 10Y | +7.5% | +506.6% | -499.1% | -38.5% |
| All | -5.1% | +3,332.4% | -3,337.5% | -71.7% |
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