+589.5%
SAP vs SIMO
+3,332.4%
-2,742.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -2.0% |
| 7D | -2.9% | +4.2% | -7.1% | -3.5% |
| 30D | +9.0% | +4.1% | +4.9% | +7.8% |
| 3M | +14.9% | -12.9% | +27.8% | +14.0% |
| 6M | +11.9% | +110.3% | -98.5% | -5.2% |
| YTD | -9.9% | +178.6% | -188.5% | -27.6% |
| 1Y | -19.5% | +220.0% | -239.5% | -37.0% |
| 3Y | +61.8% | +409.0% | -347.2% | +15.8% |
| 5Y | +56.2% | +277.3% | -221.1% | +13.7% |
| 10Y | +180.6% | +506.6% | -326.0% | +81.3% |
| All | +589.5% | +3,332.4% | -2,742.8% | +170.9% |
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