+2,101.2%
SIMO vs TAP
+120.0%
+1,981.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +5.3% |
| 7D | -22.0% | +0.5% | -22.5% | -22.5% |
| 30D | -43.0% | +9.1% | -52.2% | -45.1% |
| 3M | -39.1% | -3.8% | -35.3% | -39.4% |
| 6M | -33.3% | -3.4% | -29.8% | -34.5% |
| YTD | +77.0% | -10.6% | +87.6% | +76.8% |
| 1Y | +73.0% | -4.4% | +77.4% | +68.6% |
| 3Y | +215.7% | -24.4% | +240.1% | +224.2% |
| 5Y | +155.6% | +2.1% | +153.6% | +130.0% |
| 10Y | +388.4% | -48.7% | +437.1% | +438.3% |
| All | +2,101.2% | +120.0% | +1,981.2% | +1,137.0% |
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