+33.0%
ALB vs SIMO
+395.4%
-362.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.8% |
| 7D | +5.3% | -16.0% | +21.3% | +9.3% |
| 30D | -6.3% | -35.8% | +29.5% | +3.6% |
| 3M | -27.4% | -26.5% | -0.9% | -24.1% |
| 6M | -53.1% | -33.0% | -20.1% | -51.2% |
| YTD | -32.3% | +84.3% | -116.7% | -51.6% |
| 1Y | -7.3% | +82.0% | -89.3% | -33.6% |
| 3Y | -14.9% | +218.5% | -233.4% | -50.8% |
| 5Y | -62.0% | +175.0% | -237.1% | -77.9% |
| 10Y | +33.0% | +407.5% | -374.5% | -40.5% |
| All | +33.0% | +395.4% | -362.4% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling