+270.1%
SIMO vs APD
+27.6%
+242.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.9% |
| 7D | +4.2% | -2.2% | +6.4% | +4.8% |
| 30D | +4.1% | +2.1% | +2.0% | +3.5% |
| 3M | -12.9% | +7.2% | -20.0% | -14.6% |
| 6M | +110.3% | +11.2% | +99.1% | +104.1% |
| YTD | +178.6% | +24.4% | +154.2% | +163.9% |
| 1Y | +220.0% | +6.7% | +213.3% | +213.7% |
| 3Y | +409.0% | +9.2% | +399.8% | +395.2% |
| All | +270.1% | +27.6% | +242.5% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling