-19.1%
APTV vs SIMO
+548.4%
-567.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.1% |
| 7D | -1.2% | +14.5% | -15.7% | -4.3% |
| 30D | -10.6% | +20.4% | -31.1% | -14.9% |
| 3M | -35.0% | +7.1% | -42.1% | -38.3% |
| 6M | -38.9% | +129.2% | -168.1% | -54.5% |
| YTD | -41.5% | +201.9% | -243.4% | -60.6% |
| 1Y | -45.8% | +235.5% | -281.3% | -65.0% |
| 3Y | -55.7% | +463.8% | -519.5% | -76.5% |
| 5Y | -70.1% | +306.7% | -376.8% | -83.3% |
| 10Y | -19.1% | +579.5% | -598.5% | -65.2% |
| All | -19.1% | +548.4% | -567.5% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling