+520.8%
APP vs SIMO
+206.9%
+313.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.3% | +0.7% |
| 7D | +48.9% | +0.9% | +48.0% | +47.5% |
| 30D | +49.4% | -25.4% | +74.8% | +56.4% |
| 3M | +27.0% | -17.8% | +44.8% | +27.5% |
| 6M | -15.4% | -29.6% | +14.2% | -15.5% |
| YTD | -39.9% | +100.3% | -140.2% | -60.6% |
| 1Y | -32.0% | +100.4% | -132.3% | -55.4% |
| 3Y | +824.3% | +246.1% | +578.3% | +378.3% |
| 5Y | +252.4% | +189.8% | +62.6% | +92.3% |
| All | +520.8% | +206.9% | +313.9% | +241.4% |
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