+3,365.1%
SIMO vs APD
+806.3%
+2,558.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.3% |
| 7D | +4.2% | -2.2% | +6.4% | +5.6% |
| 30D | +4.1% | +2.1% | +2.0% | +2.6% |
| 3M | -12.9% | +7.2% | -20.0% | -17.2% |
| 6M | +110.3% | +11.2% | +99.1% | +94.6% |
| YTD | +178.6% | +24.4% | +154.2% | +141.8% |
| 1Y | +220.0% | +6.7% | +213.3% | +200.4% |
| 3Y | +409.0% | +9.2% | +399.8% | +348.4% |
| 5Y | +277.3% | +27.4% | +250.0% | +186.4% |
| 10Y | +506.6% | +164.8% | +341.8% | +140.3% |
| All | +3,365.1% | +806.3% | +2,558.8% | +379.1% |
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 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