+556.1%
SIMO vs ABCL
-81.3%
+637.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -12.9% | +79.4% | -92.3% | -19.2% |
| 6M | +110.3% | +214.9% | -104.5% | +82.2% |
| YTD | +178.6% | +234.2% | -55.6% | +138.2% |
| 1Y | +220.0% | +174.8% | +45.2% | +179.0% |
| 3Y | +409.0% | +104.5% | +304.6% | +335.4% |
| 5Y | +277.3% | -39.0% | +316.3% | +244.5% |
| All | +556.1% | -81.3% | +637.4% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling