+2,013.4%
SIMO vs APD
+831.0%
+1,182.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.9% | -11.4% | -12.7% |
| 7D | -31.4% | -0.7% | -30.7% | -31.1% |
| 30D | -45.2% | +10.1% | -55.3% | -48.4% |
| 3M | -36.5% | +4.9% | -41.4% | -38.6% |
| 6M | -34.2% | +2.5% | -36.6% | -35.9% |
| YTD | +69.9% | +27.8% | +42.1% | +44.7% |
| 1Y | +60.4% | +32.9% | +27.5% | +31.7% |
| 3Y | +203.1% | +13.4% | +189.8% | +160.8% |
| 5Y | +145.4% | +12.8% | +132.6% | +102.9% |
| 10Y | +368.9% | +194.6% | +174.3% | +71.4% |
| All | +2,013.4% | +831.0% | +1,182.5% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling