+225.0%
SIMO vs GAP
-3.2%
+228.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | +14.6% | +1.7% | +12.9% | +14.4% |
| 30D | +6.2% | +9.3% | -3.1% | +5.1% |
| 3M | +3.6% | +6.1% | -2.5% | +3.2% |
| 6M | +130.8% | -2.3% | +133.1% | +132.5% |
| YTD | +195.8% | -10.6% | +206.4% | +198.0% |
| 1Y | +225.0% | -4.4% | +229.4% | +197.7% |
| All | +225.0% | -3.2% | +228.2% | +197.7% |
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