+653.5%
APP vs SIMO
+418.6%
+235.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.7% | -6.5% | +0.5% |
| 7D | +0.9% | +4.2% | -3.3% | 0.0% |
| 30D | -23.3% | +4.1% | -27.4% | -24.8% |
| 3M | -42.6% | -12.9% | -29.8% | -42.5% |
| 6M | -33.6% | +110.3% | -144.0% | -53.3% |
| YTD | -52.4% | +178.6% | -231.0% | -72.3% |
| 1Y | -35.9% | +220.0% | -255.9% | -66.3% |
| All | +653.5% | +418.6% | +235.0% | +188.2% |
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 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