-12.9%
ALB vs SIMO
+214.6%
-227.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | 0.0% |
| 7D | +9.1% | -22.0% | +31.1% | +14.3% |
| 30D | -3.4% | -43.0% | +39.6% | +8.3% |
| 3M | -20.6% | -39.1% | +18.5% | -13.8% |
| 6M | -48.2% | -33.3% | -14.9% | -46.6% |
| YTD | -29.2% | +77.0% | -106.2% | -51.6% |
| 1Y | +10.0% | +73.0% | -63.0% | -24.3% |
| 3Y | -12.9% | +215.7% | -228.6% | -63.2% |
| All | -12.9% | +214.6% | -227.5% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling