+61.5%
ALB vs SIMO
+226.2%
-164.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.7% | -13.2% | -5.9% |
| 7D | -8.1% | +4.2% | -12.3% | -8.8% |
| 30D | +6.3% | +4.1% | +2.2% | +5.0% |
| 3M | -23.6% | -12.9% | -10.7% | -23.1% |
| 6M | -24.6% | +110.3% | -135.0% | -37.4% |
| YTD | -10.3% | +178.6% | -188.8% | -34.8% |
| 1Y | +61.5% | +220.0% | -158.5% | +9.8% |
| All | +61.5% | +226.2% | -164.8% | +9.8% |
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