-43.9%
ALB vs SIMO
+269.6%
-313.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.7% | -13.2% | -6.7% |
| 7D | -8.1% | +4.2% | -12.3% | -9.3% |
| 30D | +6.3% | +4.1% | +2.2% | +4.2% |
| 3M | -23.6% | -12.9% | -10.7% | -23.0% |
| 6M | -24.6% | +110.3% | -135.0% | -44.4% |
| YTD | -10.3% | +178.6% | -188.8% | -40.7% |
| 1Y | +61.5% | +220.0% | -158.5% | +1.1% |
| 3Y | -34.0% | +409.0% | -443.0% | -65.8% |
| All | -43.9% | +269.6% | -313.4% | -67.2% |
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 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