+207.4%
ALAB vs SIMO
+131.5%
+75.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.1% | +3.4% |
| 7D | -26.3% | -22.0% | -4.3% | -12.2% |
| 30D | -50.1% | -43.0% | -7.1% | -26.8% |
| 3M | -42.5% | -39.1% | -3.3% | -21.1% |
| 6M | -10.8% | -33.3% | +22.4% | +19.4% |
| YTD | +14.6% | +77.0% | -62.3% | -30.7% |
| 1Y | +17.1% | +73.0% | -55.9% | -27.3% |
| All | +207.4% | +131.5% | +75.9% | +33.1% |
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