+70.8%
SAP vs SIMO
+154.7%
-83.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -4.3% |
| 7D | -0.7% | -22.0% | +21.3% | +0.1% |
| 30D | +11.1% | -43.0% | +54.1% | +13.2% |
| 3M | +17.0% | -39.1% | +56.2% | +18.4% |
| 6M | +34.8% | -33.3% | +68.1% | +32.3% |
| YTD | -2.2% | +77.0% | -79.2% | -19.4% |
| 1Y | -6.4% | +73.0% | -79.5% | -22.7% |
| 3Y | +75.1% | +215.7% | -140.6% | +26.7% |
| All | +70.8% | +154.7% | -83.9% | +23.6% |
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 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