-7.3%
ALB vs SIMO
+77.7%
-85.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -4.0% |
| 7D | +5.3% | -16.0% | +21.3% | +7.1% |
| 30D | -6.3% | -35.8% | +29.5% | -1.7% |
| 3M | -27.4% | -26.5% | -0.9% | -25.7% |
| 6M | -53.1% | -33.0% | -20.1% | -51.7% |
| YTD | -32.3% | +84.3% | -116.7% | -43.1% |
| 1Y | -7.3% | +82.0% | -89.3% | -22.3% |
| All | -7.3% | +77.7% | -85.0% | -22.3% |
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