+156.7%
SIMO vs GAP
+5.0%
+151.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.3% | +5.0% |
| 7D | -22.0% | -3.8% | -18.2% | -21.5% |
| 30D | -43.0% | -9.0% | -34.0% | -42.1% |
| 3M | -39.1% | +5.5% | -44.6% | -40.1% |
| 6M | -33.3% | -11.1% | -22.2% | -32.6% |
| YTD | +77.0% | -13.6% | +90.5% | +78.5% |
| 1Y | +73.0% | -2.9% | +75.9% | +69.8% |
| 3Y | +215.7% | +69.6% | +146.1% | +167.0% |
| All | +156.7% | +5.0% | +151.7% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling