-32.0%
APP vs SIMO
+97.3%
-129.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.3% | +2.7% |
| 7D | +48.9% | +0.9% | +48.0% | +49.1% |
| 30D | +49.4% | -25.4% | +74.8% | +49.9% |
| 3M | +27.0% | -17.8% | +44.8% | +27.1% |
| 6M | -15.4% | -29.6% | +14.2% | -15.2% |
| YTD | -39.9% | +100.3% | -140.2% | -49.9% |
| 1Y | -32.0% | +100.4% | -132.3% | -43.5% |
| All | -32.0% | +97.3% | -129.3% | -43.5% |
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 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