-5.9%
SAP vs SIMO
+94.5%
-100.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.6% | +13.8% | +3.2% |
| 7D | +1.3% | -16.9% | +18.2% | -0.5% |
| 30D | +15.5% | -35.4% | +50.9% | +11.0% |
| 3M | +22.8% | -31.9% | +54.7% | +19.5% |
| 6M | +42.5% | -19.3% | +61.8% | +37.8% |
| YTD | +0.5% | +98.5% | -97.9% | -10.3% |
| 1Y | -5.9% | +100.5% | -106.5% | -16.5% |
| All | -5.9% | +94.5% | -100.4% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling