+270.1%
SIMO vs GAP
+9.0%
+261.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.6% |
| 7D | +4.2% | -4.5% | +8.7% | +5.1% |
| 30D | +4.1% | +9.0% | -5.0% | +1.9% |
| 3M | -12.9% | +5.0% | -17.9% | -14.5% |
| 6M | +110.3% | -17.8% | +128.2% | +115.9% |
| YTD | +178.6% | -10.4% | +189.0% | +179.5% |
| 1Y | +220.0% | -3.4% | +223.4% | +215.0% |
| 3Y | +409.0% | +111.5% | +297.6% | +312.6% |
| All | +270.1% | +9.0% | +261.1% | +199.9% |
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