+414.0%
SIMO vs ALC
+32.2%
+381.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -8.2% | +2.1% | -10.2% | -8.8% |
| 30D | -34.6% | +17.2% | -51.8% | -37.7% |
| 3M | -32.6% | +4.6% | -37.3% | -34.1% |
| 6M | -31.8% | +20.1% | -51.9% | -37.1% |
| YTD | +87.6% | -4.2% | +91.8% | +86.0% |
| 1Y | +86.7% | +2.1% | +84.6% | +80.0% |
| 3Y | +227.4% | +4.5% | +223.0% | +208.0% |
| 5Y | +173.0% | -12.3% | +185.3% | +173.4% |
| All | +414.0% | +32.2% | +381.8% | +306.9% |
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