+388.8%
SIMO vs APD
+191.9%
+196.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.1% | +3.8% | +0.3% | +2.9% |
| 30D | -24.0% | +8.2% | -32.2% | -26.0% |
| 3M | -31.8% | +4.3% | -36.0% | -32.8% |
| 6M | -36.9% | +4.7% | -41.6% | -38.2% |
| YTD | +84.8% | +31.5% | +53.3% | +66.9% |
| 1Y | +99.0% | +23.5% | +75.5% | +83.0% |
| 3Y | +217.9% | +29.1% | +188.8% | +183.1% |
| 5Y | +171.5% | +15.9% | +155.6% | +146.1% |
| All | +388.8% | +191.9% | +196.9% | +156.9% |
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