+272.3%
ALAB vs SIMO
+162.1%
+110.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.7% | -1.8% | +0.9% |
| 7D | +3.4% | +0.9% | +2.5% | +4.0% |
| 30D | -28.8% | -25.4% | -3.4% | -12.7% |
| 3M | -26.0% | -17.8% | -8.2% | -16.7% |
| 6M | +11.4% | -29.6% | +40.9% | +42.9% |
| YTD | +38.8% | +100.3% | -61.5% | -22.7% |
| 1Y | +37.8% | +100.4% | -62.6% | -22.8% |
| All | +272.3% | +162.1% | +110.2% | +48.5% |
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