-11.9%
ALB vs SIMO
+248.6%
-260.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | -0.8% |
| 7D | +1.1% | +0.9% | +0.1% | +0.3% |
| 30D | -2.6% | -25.4% | +22.8% | +2.6% |
| 3M | -25.6% | -17.8% | -7.8% | -24.7% |
| 6M | -54.0% | -29.6% | -24.5% | -53.0% |
| YTD | -31.6% | +100.3% | -131.9% | -54.5% |
| 1Y | -6.6% | +100.4% | -106.9% | -38.1% |
| All | -11.9% | +248.6% | -260.5% | -60.5% |
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 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