+2,335.3%
SIMO vs TAP
+115.8%
+2,219.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +14.9% | -6.3% | +21.2% | +16.7% |
| 30D | -27.0% | +2.7% | -29.7% | -28.3% |
| 3M | -25.4% | -3.7% | -21.7% | -25.8% |
| 6M | -30.3% | -2.0% | -28.2% | -31.9% |
| YTD | +95.8% | -12.3% | +108.1% | +96.5% |
| 1Y | +100.0% | -10.1% | +110.1% | +98.7% |
| 3Y | +238.3% | -25.3% | +263.5% | +248.1% |
| 5Y | +187.6% | -1.9% | +189.5% | +161.9% |
| 10Y | +422.5% | -47.8% | +470.3% | +469.0% |
| All | +2,335.3% | +115.8% | +2,219.5% | +1,274.8% |
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