+56.4%
SAP vs SIMO
+269.6%
-213.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.4% |
| 7D | -2.9% | +4.2% | -7.1% | -3.2% |
| 30D | +9.0% | +4.1% | +4.9% | +8.5% |
| 3M | +14.9% | -12.9% | +27.8% | +14.7% |
| 6M | +11.9% | +110.3% | -98.5% | -3.3% |
| YTD | -9.9% | +178.6% | -188.5% | -26.6% |
| 1Y | -19.5% | +220.0% | -239.5% | -36.4% |
| 3Y | +61.8% | +409.0% | -347.2% | +15.1% |
| All | +56.4% | +269.6% | -213.2% | +16.2% |
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 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