+220.0%
SIMO vs ABCL
+186.8%
+33.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +8.8% |
| 7D | +4.2% | +0.7% | +3.5% | +4.1% |
| 30D | +4.1% | +93.1% | -89.0% | -5.6% |
| 3M | -12.9% | +79.4% | -92.3% | -20.7% |
| 6M | +110.3% | +214.9% | -104.5% | +72.7% |
| YTD | +178.6% | +234.2% | -55.6% | +121.9% |
| 1Y | +220.0% | +174.8% | +45.2% | +178.4% |
| All | +220.0% | +186.8% | +33.2% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling