+292.6%
APP vs SIMO
+154.7%
+138.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +9.1% |
| 7D | +71.2% | -22.0% | +93.2% | +77.8% |
| 30D | +39.1% | -43.0% | +82.1% | +54.0% |
| 3M | +16.5% | -39.1% | +55.7% | +24.9% |
| 6M | -16.6% | -33.3% | +16.7% | -16.7% |
| YTD | -41.9% | +77.0% | -118.9% | -62.3% |
| 1Y | -37.0% | +73.0% | -110.1% | -58.7% |
| 3Y | +892.4% | +215.7% | +676.7% | +391.1% |
| All | +292.6% | +154.7% | +138.0% | +94.2% |
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 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