+407.5%
SIMO vs TAP
-48.8%
+456.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -16.0% | -4.5% | -11.5% | -15.8% |
| 30D | -35.8% | +7.5% | -43.2% | -36.5% |
| 3M | -26.5% | -4.9% | -21.6% | -26.4% |
| 6M | -33.0% | -3.5% | -29.5% | -33.4% |
| YTD | +84.3% | -11.4% | +95.8% | +85.4% |
| 1Y | +82.0% | -10.8% | +92.8% | +82.6% |
| 3Y | +218.5% | -24.5% | +243.0% | +225.4% |
| 5Y | +175.0% | +2.5% | +172.6% | +160.3% |
| 10Y | +407.5% | -47.6% | +455.1% | +404.9% |
| All | +407.5% | -48.8% | +456.4% | +404.9% |
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