+110.3%
SIMO vs APD
+11.5%
+98.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.6% |
| 7D | +4.2% | -2.2% | +6.4% | +4.0% |
| 30D | +4.1% | +2.1% | +2.0% | +4.2% |
| 3M | -12.9% | +7.2% | -20.0% | -12.1% |
| 6M | +110.3% | +11.2% | +99.1% | +117.3% |
| All | +110.3% | +11.5% | +98.8% | +117.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling