+409.6%
SIMO vs APD
+192.6%
+217.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.6% | +5.0% |
| 7D | -8.2% | -1.6% | -6.6% | -7.6% |
| 30D | -34.6% | +10.6% | -45.2% | -36.9% |
| 3M | -32.6% | +2.5% | -35.1% | -33.4% |
| 6M | -31.8% | +6.0% | -37.8% | -33.5% |
| YTD | +87.6% | +28.4% | +59.2% | +70.8% |
| 1Y | +86.7% | +22.2% | +64.5% | +72.3% |
| 3Y | +227.4% | +26.6% | +200.9% | +193.6% |
| 5Y | +173.0% | +11.8% | +161.2% | +150.9% |
| 10Y | +409.6% | +187.8% | +221.9% | +184.3% |
| All | +409.6% | +192.6% | +217.1% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling