+24.4%
ALAB vs SIMO
+77.7%
-53.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.7% |
| 7D | -7.5% | -16.0% | +8.6% | +3.6% |
| 30D | -36.8% | -35.8% | -1.1% | -17.6% |
| 3M | -31.9% | -26.5% | -5.4% | -18.5% |
| 6M | +8.2% | -33.0% | +41.2% | +42.7% |
| YTD | +29.9% | +84.3% | -54.4% | +10.0% |
| 1Y | +24.4% | +82.0% | -57.6% | +6.5% |
| All | +24.4% | +77.7% | -53.3% | +6.5% |
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 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