+222.9%
SAP vs SIMO
+436.4%
-213.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.2% |
| 7D | +1.6% | -8.2% | +9.8% | +2.2% |
| 30D | +10.5% | -34.6% | +45.2% | +14.5% |
| 3M | +15.2% | -32.6% | +47.8% | +17.7% |
| 6M | +36.7% | -31.8% | +68.5% | +35.2% |
| YTD | -0.6% | +87.6% | -88.2% | -21.0% |
| 1Y | -4.1% | +86.7% | -90.8% | -23.9% |
| 3Y | +73.2% | +227.4% | -154.2% | +19.0% |
| 5Y | +74.1% | +173.0% | -98.9% | +18.9% |
| 10Y | +222.9% | +409.6% | -186.7% | +77.2% |
| All | +222.9% | +436.4% | -213.4% | +77.2% |
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