+405.0%
SIMO vs ALC
+30.3%
+374.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -16.0% | +2.3% | -18.4% | -16.7% |
| 30D | -35.8% | +15.5% | -51.3% | -38.6% |
| 3M | -26.5% | +0.6% | -27.1% | -27.2% |
| 6M | -33.0% | +18.4% | -51.4% | -37.9% |
| YTD | +84.3% | -5.6% | +89.9% | +83.4% |
| 1Y | +82.0% | 0.0% | +81.9% | +76.5% |
| 3Y | +218.5% | +2.8% | +215.7% | +200.8% |
| 5Y | +175.0% | -8.8% | +183.8% | +169.6% |
| All | +405.0% | +30.3% | +374.7% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling