+407.5%
SIMO vs APD
+188.9%
+218.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -16.0% | -0.2% | -15.8% | -15.9% |
| 30D | -35.8% | +11.0% | -46.8% | -38.1% |
| 3M | -26.5% | +2.0% | -28.5% | -27.1% |
| 6M | -33.0% | +7.1% | -40.1% | -34.9% |
| YTD | +84.3% | +29.8% | +54.6% | +67.3% |
| 1Y | +82.0% | +24.0% | +57.9% | +67.1% |
| 3Y | +218.5% | +27.2% | +191.3% | +185.1% |
| 5Y | +175.0% | +12.8% | +162.3% | +152.0% |
| 10Y | +407.5% | +185.0% | +222.5% | +175.3% |
| All | +407.5% | +188.9% | +218.6% | +175.3% |
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