+85.2%
SIMO vs GAP
-4.6%
+89.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +5.5% |
| 7D | -8.2% | 0.0% | -8.2% | -7.9% |
| 30D | -34.6% | -4.3% | -30.3% | -34.3% |
| 3M | -32.6% | +9.4% | -42.0% | -32.6% |
| 6M | -31.8% | -3.3% | -28.5% | -30.5% |
| YTD | +87.6% | -10.5% | +98.2% | +89.8% |
| All | +85.2% | -4.6% | +89.8% | +84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling