+270.1%
SIMO vs ABCL
-41.3%
+311.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | -12.9% | +79.4% | -92.3% | -19.9% |
| 6M | +110.3% | +214.9% | -104.5% | +79.0% |
| YTD | +178.6% | +234.2% | -55.6% | +133.6% |
| 1Y | +220.0% | +174.8% | +45.2% | +174.4% |
| 3Y | +409.0% | +104.5% | +304.6% | +325.9% |
| All | +270.1% | -41.3% | +311.4% | +239.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling