+409.6%
SIMO vs TAP
-49.5%
+459.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.8% |
| 7D | -8.2% | -7.8% | -0.3% | -7.7% |
| 30D | -34.6% | +7.1% | -41.7% | -35.3% |
| 3M | -32.6% | -7.0% | -25.6% | -32.4% |
| 6M | -31.8% | -3.8% | -28.0% | -32.2% |
| YTD | +87.6% | -11.7% | +99.3% | +88.7% |
| 1Y | +86.7% | -10.1% | +96.8% | +87.0% |
| 3Y | +227.4% | -23.7% | +251.1% | +233.7% |
| 5Y | +173.0% | +2.9% | +170.1% | +157.9% |
| 10Y | +409.6% | -49.5% | +459.1% | +414.9% |
| All | +409.6% | -49.5% | +459.1% | +414.9% |
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