+203.1%
SIMO vs ABCL
+139.9%
+63.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.4% | -5.0% | -12.9% |
| 7D | -31.4% | -14.9% | -16.5% | -29.5% |
| 30D | -45.2% | -15.4% | -29.8% | -43.5% |
| 3M | -36.5% | +88.0% | -124.5% | -42.3% |
| 6M | -34.2% | +138.8% | -173.0% | -42.7% |
| YTD | +69.9% | +225.4% | -155.5% | +38.9% |
| 1Y | +60.4% | +137.3% | -76.9% | +37.6% |
| All | +203.1% | +139.9% | +63.3% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling