+24.5%
ALAB vs SIMO
+94.5%
-69.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.2% | +1.2% |
| 7D | -24.9% | -16.9% | -8.0% | -16.3% |
| 30D | -38.4% | -35.4% | -3.0% | -20.9% |
| 3M | -38.3% | -31.9% | -6.4% | -24.2% |
| 6M | +10.9% | -19.3% | +30.3% | +33.7% |
| YTD | +34.2% | +98.5% | -64.3% | +5.5% |
| 1Y | +24.5% | +100.5% | -76.0% | -3.7% |
| All | +24.5% | +94.5% | -69.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling