+3,365.1%
SIMO vs TAP
+120.9%
+3,244.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.8% |
| 7D | +4.2% | -2.3% | +6.5% | +4.9% |
| 30D | +4.1% | -2.1% | +6.2% | +4.6% |
| 3M | -12.9% | +6.6% | -19.5% | -15.7% |
| 6M | +110.3% | -11.5% | +121.8% | +114.7% |
| YTD | +178.6% | -10.3% | +188.8% | +181.9% |
| 1Y | +220.0% | -14.4% | +234.4% | +227.3% |
| 3Y | +409.0% | -28.3% | +437.3% | +439.0% |
| 5Y | +277.3% | +1.7% | +275.6% | +243.8% |
| 10Y | +506.6% | -49.2% | +555.8% | +580.6% |
| All | +3,365.1% | +120.9% | +3,244.1% | +1,872.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling