+298.1%
APP vs SIMO
+170.3%
+127.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.6% | +9.5% | +4.9% |
| 7D | +4.6% | +4.1% | +0.5% | +3.7% |
| 30D | +56.0% | -24.0% | +80.0% | +62.2% |
| 3M | +30.8% | -31.8% | +62.6% | +36.8% |
| 6M | -9.8% | -36.9% | +27.1% | -7.7% |
| YTD | -39.3% | +84.8% | -124.1% | -60.5% |
| 1Y | -26.4% | +99.0% | -125.4% | -53.7% |
| 3Y | +887.9% | +217.9% | +670.0% | +398.3% |
| All | +298.1% | +170.3% | +127.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling