+75.1%
SAP vs SIMO
+214.6%
-139.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -4.1% |
| 7D | -0.7% | -22.0% | +21.3% | -0.8% |
| 30D | +11.1% | -43.0% | +54.1% | +10.9% |
| 3M | +17.0% | -39.1% | +56.2% | +16.8% |
| 6M | +34.8% | -33.3% | +68.1% | +31.0% |
| YTD | -2.2% | +77.0% | -79.2% | -21.4% |
| 1Y | -6.4% | +73.0% | -79.5% | -24.5% |
| 3Y | +75.1% | +215.7% | -140.6% | +15.6% |
| All | +75.1% | +214.6% | -139.4% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling