+170.0%
SIMO vs TAP
+0.6%
+169.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -5.2% |
| 7D | +4.1% | +1.3% | +2.8% | +4.4% |
| 30D | -24.0% | +5.7% | -29.7% | -23.3% |
| 3M | -31.8% | -1.9% | -29.9% | -31.2% |
| 6M | -36.9% | +0.9% | -37.8% | -36.3% |
| YTD | +84.8% | -9.5% | +94.3% | +88.0% |
| 1Y | +99.0% | -9.0% | +107.9% | +102.2% |
| 3Y | +217.9% | -22.2% | +240.2% | +226.2% |
| All | +170.0% | +0.6% | +169.3% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling