+892.4%
APP vs SIMO
+214.6%
+677.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +9.3% |
| 7D | +71.2% | -22.0% | +93.2% | +76.3% |
| 30D | +39.1% | -43.0% | +82.1% | +50.9% |
| 3M | +16.5% | -39.1% | +55.7% | +23.2% |
| 6M | -16.6% | -33.3% | +16.7% | -17.2% |
| YTD | -41.9% | +77.0% | -118.9% | -64.3% |
| 1Y | -37.0% | +73.0% | -110.1% | -60.8% |
| 3Y | +892.4% | +215.7% | +676.7% | +271.4% |
| All | +892.4% | +214.6% | +677.8% | +271.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling