+680.6%
SAP vs SIMO
+1,993.5%
-1,312.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.4% | +15.8% | +3.3% |
| 7D | +4.0% | -31.4% | +35.4% | +8.6% |
| 30D | +15.7% | -45.2% | +60.9% | +23.6% |
| 3M | +23.4% | -36.5% | +59.9% | +27.8% |
| 6M | +41.3% | -34.2% | +75.5% | +41.4% |
| YTD | +2.0% | +69.9% | -67.9% | -14.1% |
| 1Y | -5.1% | +60.4% | -65.5% | -19.4% |
| 3Y | +82.1% | +203.1% | -121.0% | +37.1% |
| 5Y | +77.2% | +145.4% | -68.3% | +33.9% |
| 10Y | +233.6% | +368.9% | -135.2% | +119.0% |
| All | +680.6% | +1,993.5% | -1,312.9% | +221.2% |
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 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