+417.8%
SIMO vs GAP
+2.4%
+415.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +14.9% | -5.2% | +20.0% | +15.9% |
| 30D | -27.0% | -6.9% | -20.1% | -26.2% |
| 3M | -25.4% | +5.7% | -31.1% | -26.4% |
| 6M | -30.3% | +0.9% | -31.2% | -31.3% |
| YTD | +95.8% | -14.5% | +110.3% | +97.6% |
| 1Y | +100.0% | -12.1% | +112.1% | +100.5% |
| 3Y | +238.3% | +72.2% | +166.1% | +189.5% |
| 5Y | +187.6% | +4.5% | +183.0% | +153.9% |
| All | +417.8% | +2.4% | +415.4% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling