+333.0%
APP vs SIMO
+269.6%
+63.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.7% | -6.5% | +0.1% |
| 7D | +0.9% | +4.2% | -3.3% | -0.2% |
| 30D | -23.3% | +4.1% | -27.4% | -25.1% |
| 3M | -42.6% | -12.9% | -29.8% | -42.7% |
| 6M | -33.6% | +110.3% | -144.0% | -53.3% |
| YTD | -52.4% | +178.6% | -231.0% | -71.1% |
| 1Y | -35.9% | +220.0% | -255.9% | -63.8% |
| 3Y | +642.2% | +409.0% | +233.2% | +239.9% |
| All | +333.0% | +269.6% | +63.4% | +129.9% |
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