-63.5%
ALB vs SIMO
+184.2%
-247.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | -3.6% | +14.9% | -18.4% | -6.8% |
| 30D | -2.9% | -27.0% | +24.1% | +3.0% |
| 3M | -25.8% | -25.4% | -0.5% | -22.9% |
| 6M | -53.6% | -30.3% | -23.3% | -52.4% |
| YTD | -32.4% | +95.8% | -128.2% | -52.4% |
| 1Y | -13.0% | +100.0% | -113.1% | -39.4% |
| 3Y | -15.0% | +238.3% | -253.3% | -52.2% |
| 5Y | -63.5% | +187.6% | -251.1% | -79.1% |
| All | -63.5% | +184.2% | -247.7% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling