-3.4%
ABT vs SIMO
+170.7%
-174.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.7% |
| 7D | +0.3% | -8.2% | +8.5% | +0.2% |
| 30D | +11.6% | -34.6% | +46.3% | +11.0% |
| 3M | +3.1% | -32.6% | +35.8% | +2.6% |
| 6M | +32.8% | -31.8% | +64.6% | +31.8% |
| YTD | -9.6% | +87.6% | -97.2% | -13.5% |
| 1Y | -10.4% | +86.7% | -97.0% | -14.3% |
| 3Y | +25.8% | +227.4% | -201.6% | +15.3% |
| 5Y | -3.4% | +173.0% | -176.4% | -9.7% |
| All | -3.4% | +170.7% | -174.2% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling