+170.0%
SIMO vs ABCL
-26.2%
+196.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.4% |
| 7D | +4.1% | -3.3% | +7.4% | +4.5% |
| 30D | -24.0% | -7.1% | -16.9% | -23.0% |
| 3M | -31.8% | +4.7% | -36.5% | -32.1% |
| 6M | -36.9% | +140.9% | -177.8% | -44.0% |
| YTD | +84.8% | +236.0% | -151.1% | +55.3% |
| 1Y | +99.0% | +217.4% | -118.4% | +68.3% |
| 3Y | +217.9% | +188.7% | +29.2% | +159.8% |
| All | +170.0% | -26.2% | +196.2% | +167.9% |
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