+189.3%
ALAB vs SIMO
+122.3%
+67.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -14.4% | -5.2% | -9.8% |
| 7D | -38.2% | -31.4% | -6.8% | -19.6% |
| 30D | -54.0% | -45.2% | -8.8% | -30.7% |
| 3M | -43.6% | -36.5% | -7.1% | -25.0% |
| 6M | -16.8% | -34.2% | +17.4% | +12.7% |
| YTD | +7.9% | +69.9% | -62.0% | -33.0% |
| 1Y | -1.4% | +60.4% | -61.8% | -35.0% |
| All | +189.3% | +122.3% | +67.0% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling