+648.3%
SAP vs SIMO
+2,080.4%
-1,432.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -4.7% |
| 7D | -0.7% | -22.0% | +21.3% | +2.0% |
| 30D | +11.1% | -43.0% | +54.1% | +18.1% |
| 3M | +17.0% | -39.1% | +56.2% | +22.0% |
| 6M | +34.8% | -33.3% | +68.1% | +34.8% |
| YTD | -2.2% | +77.0% | -79.2% | -18.1% |
| 1Y | -6.4% | +73.0% | -79.5% | -21.4% |
| 3Y | +75.1% | +215.7% | -140.6% | +31.2% |
| 5Y | +69.8% | +155.6% | -85.8% | +27.7% |
| 10Y | +219.8% | +388.4% | -168.5% | +108.8% |
| All | +648.3% | +2,080.4% | -1,432.1% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling