+224.0%
SAP vs SIMO
+395.4%
-171.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.4% |
| 7D | +1.5% | -16.0% | +17.5% | +3.0% |
| 30D | +8.8% | -35.8% | +44.6% | +12.9% |
| 3M | +12.1% | -26.5% | +38.6% | +13.4% |
| 6M | +34.6% | -33.0% | +67.6% | +33.4% |
| YTD | -2.1% | +84.3% | -86.4% | -22.1% |
| 1Y | -5.5% | +82.0% | -87.5% | -24.8% |
| 3Y | +67.4% | +218.5% | -151.0% | +15.4% |
| 5Y | +74.6% | +175.0% | -100.5% | +18.8% |
| 10Y | +224.0% | +407.5% | -183.5% | +78.7% |
| All | +224.0% | +395.4% | -171.4% | +78.7% |
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