+639.1%
ALB vs SIMO
+2,080.4%
-1,441.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.1% |
| 7D | +9.1% | -22.0% | +31.1% | +14.5% |
| 30D | -3.4% | -43.0% | +39.6% | +8.3% |
| 3M | -20.6% | -39.1% | +18.5% | -13.7% |
| 6M | -48.2% | -33.3% | -14.9% | -46.1% |
| YTD | -29.2% | +77.0% | -106.2% | -44.2% |
| 1Y | +10.0% | +73.0% | -63.0% | -13.0% |
| 3Y | -12.9% | +215.7% | -228.6% | -41.3% |
| 5Y | -61.3% | +155.6% | -216.9% | -73.5% |
| 10Y | +35.8% | +388.4% | -352.6% | -23.4% |
| All | +639.1% | +2,080.4% | -1,441.3% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling