+384.8%
SIMO vs TAP
-49.3%
+434.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.5% |
| 7D | -22.0% | +0.5% | -22.5% | -22.1% |
| 30D | -43.0% | +9.1% | -52.2% | -43.8% |
| 3M | -39.1% | -3.8% | -35.3% | -39.1% |
| 6M | -33.3% | -3.4% | -29.8% | -33.6% |
| YTD | +77.0% | -10.6% | +87.6% | +77.9% |
| 1Y | +73.0% | -4.4% | +77.4% | +71.5% |
| 3Y | +215.7% | -24.4% | +240.1% | +222.8% |
| 5Y | +155.6% | +2.1% | +153.6% | +142.4% |
| All | +384.8% | -49.3% | +434.1% | +388.4% |
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