-26.7%
APTV vs SIMO
+395.4%
-422.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | -4.3% | -16.0% | +11.7% | -1.1% |
| 30D | -9.7% | -35.8% | +26.1% | -2.0% |
| 3M | -20.6% | -26.5% | +5.9% | -17.7% |
| 6M | -31.7% | -33.0% | +1.3% | -30.1% |
| YTD | -48.0% | +84.3% | -132.3% | -62.0% |
| 1Y | -52.1% | +82.0% | -134.1% | -65.0% |
| 3Y | -47.9% | +218.5% | -266.4% | -69.4% |
| 5Y | -76.9% | +175.0% | -251.9% | -86.6% |
| 10Y | -26.7% | +407.5% | -434.2% | -67.3% |
| All | -26.7% | +395.4% | -422.1% | -67.3% |
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