+85.2%
SIMO vs APD
+21.8%
+63.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.6% | +5.4% |
| 7D | -8.2% | -1.6% | -6.6% | -7.9% |
| 30D | -34.6% | +10.6% | -45.2% | -35.7% |
| 3M | -32.6% | +2.5% | -35.1% | -32.9% |
| 6M | -31.8% | +6.0% | -37.8% | -32.4% |
| YTD | +87.6% | +28.4% | +59.2% | +78.0% |
| All | +85.2% | +21.8% | +63.4% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling