+528.8%
APP vs SIMO
+186.6%
+342.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +3.8% |
| 7D | +79.2% | -8.5% | +87.6% | +80.1% |
| 30D | +48.0% | -34.8% | +82.8% | +59.1% |
| 3M | +18.2% | -32.8% | +51.1% | +24.0% |
| 6M | -12.5% | -32.0% | +19.5% | -12.3% |
| YTD | -39.2% | +87.0% | -126.2% | -59.6% |
| 1Y | -33.9% | +86.1% | -119.9% | -56.0% |
| 3Y | +933.3% | +226.4% | +706.9% | +440.1% |
| 5Y | +295.9% | +172.1% | +123.7% | +118.4% |
| All | +528.8% | +186.6% | +342.3% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling