+316.8%
SIMO vs ABCL
-80.5%
+397.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.6% | +3.3% |
| 7D | -22.0% | -3.2% | -18.8% | -21.6% |
| 30D | -43.0% | -7.4% | -35.6% | -42.3% |
| 3M | -39.1% | +81.9% | -121.1% | -43.3% |
| 6M | -33.3% | +135.7% | -169.0% | -40.0% |
| YTD | +77.0% | +247.4% | -170.4% | +51.2% |
| 1Y | +73.0% | +162.3% | -89.2% | +52.1% |
| 3Y | +215.7% | +165.5% | +50.2% | +166.0% |
| 5Y | +155.6% | -21.3% | +176.9% | +130.6% |
| All | +316.8% | -80.5% | +397.3% | +274.2% |
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