+481.4%
SIMO vs TAP
-50.2%
+531.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +4.2% | -2.3% | +6.5% | +4.5% |
| 30D | +4.1% | -2.1% | +6.2% | +4.3% |
| 3M | -12.9% | +6.6% | -19.5% | -14.3% |
| 6M | +110.3% | -11.5% | +121.8% | +113.1% |
| YTD | +178.6% | -10.3% | +188.8% | +181.0% |
| 1Y | +220.0% | -14.4% | +234.4% | +224.8% |
| 3Y | +409.0% | -28.3% | +437.3% | +428.1% |
| 5Y | +277.3% | +1.7% | +275.6% | +258.7% |
| All | +481.4% | -50.2% | +531.6% | +502.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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