+500.0%
APP vs SIMO
+171.2%
+328.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +9.1% |
| 7D | +71.2% | -22.0% | +93.2% | +77.6% |
| 30D | +39.1% | -43.0% | +82.1% | +53.4% |
| 3M | +16.5% | -39.1% | +55.7% | +24.6% |
| 6M | -16.6% | -33.3% | +16.7% | -16.6% |
| YTD | -41.9% | +77.0% | -118.9% | -61.1% |
| 1Y | -37.0% | +73.0% | -110.1% | -57.4% |
| 3Y | +892.4% | +215.7% | +676.7% | +420.8% |
| 5Y | +297.3% | +155.6% | +141.7% | +121.5% |
| All | +500.0% | +171.2% | +328.9% | +237.5% |
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 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