+209.7%
ABT vs SIMO
+548.4%
-338.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -4.7% | +14.5% | -19.3% | -5.5% |
| 30D | -3.1% | +20.4% | -23.5% | -4.3% |
| 3M | +16.1% | +7.1% | +9.0% | +14.4% |
| 6M | -5.3% | +129.2% | -134.6% | -14.3% |
| YTD | -14.4% | +201.9% | -216.4% | -25.2% |
| 1Y | -18.4% | +235.5% | -253.9% | -29.8% |
| 3Y | +11.2% | +463.8% | -452.6% | -12.3% |
| 5Y | -9.4% | +306.7% | -316.1% | -27.3% |
| 10Y | +209.7% | +579.5% | -369.7% | +108.7% |
| All | +209.7% | +548.4% | -338.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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