-35.9%
APP vs SIMO
+226.2%
-262.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.7% | -6.5% | +2.0% |
| 7D | +0.9% | +4.2% | -3.3% | +0.7% |
| 30D | -23.3% | +4.1% | -27.4% | -23.5% |
| 3M | -42.6% | -12.9% | -29.8% | -42.4% |
| 6M | -33.6% | +110.3% | -144.0% | -40.2% |
| YTD | -52.4% | +178.6% | -231.0% | -61.0% |
| 1Y | -35.9% | +220.0% | -255.9% | -48.9% |
| All | -35.9% | +226.2% | -262.1% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling