+75.7%
SAP vs SIMO
+195.0%
-119.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -0.1% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | +7.5% | -25.4% | +32.9% | +8.4% |
| 3M | +11.6% | -17.8% | +29.4% | +11.4% |
| 6M | +37.6% | -29.6% | +67.2% | +35.8% |
| YTD | -2.0% | +100.3% | -102.3% | -19.5% |
| 1Y | -6.4% | +100.4% | -106.7% | -23.2% |
| 3Y | +67.7% | +246.1% | -178.4% | +21.4% |
| 5Y | +75.7% | +189.8% | -114.1% | +26.8% |
| All | +75.7% | +195.0% | -119.3% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling