+73.0%
SIMO vs APD
+24.7%
+48.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.4% |
| 7D | -22.0% | -3.7% | -18.3% | -21.5% |
| 30D | -43.0% | +9.6% | -52.7% | -44.0% |
| 3M | -39.1% | +1.6% | -40.8% | -39.4% |
| 6M | -33.3% | +2.2% | -35.5% | -33.4% |
| YTD | +77.0% | +25.9% | +51.1% | +68.5% |
| 1Y | +73.0% | +20.1% | +52.9% | +64.7% |
| All | +73.0% | +24.7% | +48.3% | +64.7% |
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