+257.6%
ALAB vs SIMO
+141.8%
+115.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | +1.2% |
| 7D | +16.3% | +4.1% | +12.2% | +13.3% |
| 30D | -26.1% | -24.0% | -2.2% | -10.5% |
| 3M | -31.3% | -31.8% | +0.5% | -12.1% |
| 6M | -1.0% | -36.9% | +35.9% | +36.2% |
| YTD | +33.3% | +84.8% | -51.5% | -21.6% |
| 1Y | +53.5% | +99.0% | -45.4% | -15.2% |
| All | +257.6% | +141.8% | +115.8% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling