+178.2%
SAP vs SIMO
+502.1%
-323.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.9% |
| 7D | -2.9% | +4.2% | -7.1% | -3.4% |
| 30D | +9.0% | +4.1% | +4.9% | +7.9% |
| 3M | +14.9% | -12.9% | +27.8% | +14.2% |
| 6M | +11.9% | +110.3% | -98.5% | -7.1% |
| YTD | -9.9% | +178.6% | -188.5% | -30.0% |
| 1Y | -19.5% | +220.0% | -239.5% | -39.5% |
| 3Y | +61.8% | +409.0% | -347.2% | +8.1% |
| 5Y | +56.2% | +277.3% | -221.1% | +6.4% |
| All | +178.2% | +502.1% | -323.9% | +56.7% |
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