+335.3%
SIMO vs ABCL
-81.2%
+416.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.5% |
| 7D | +4.1% | -3.3% | +7.4% | +4.5% |
| 30D | -24.0% | -7.1% | -16.9% | -23.1% |
| 3M | -31.8% | +4.7% | -36.5% | -32.0% |
| 6M | -36.9% | +140.9% | -177.8% | -43.3% |
| YTD | +84.8% | +236.0% | -151.1% | +58.5% |
| 1Y | +99.0% | +217.4% | -118.4% | +71.6% |
| 3Y | +217.9% | +188.7% | +29.2% | +166.6% |
| 5Y | +171.5% | -23.5% | +195.0% | +145.7% |
| All | +335.3% | -81.2% | +416.5% | +292.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling