+82.0%
SIMO vs ABCL
+198.8%
-116.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -16.0% | +2.3% | -18.3% | -16.2% |
| 30D | -35.8% | -0.7% | -35.1% | -35.6% |
| 3M | -26.5% | +33.4% | -59.9% | -28.0% |
| 6M | -33.0% | +137.8% | -170.8% | -38.7% |
| YTD | +84.3% | +264.3% | -180.0% | +51.9% |
| 1Y | +82.0% | +209.2% | -127.2% | +61.4% |
| All | +82.0% | +198.8% | -116.8% | +61.4% |
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