+99.0%
SIMO vs ALC
-6.0%
+105.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -2.9% |
| 7D | +4.1% | -1.1% | +5.2% | +3.5% |
| 30D | -24.0% | +16.0% | -40.0% | -13.2% |
| 3M | -31.8% | +0.8% | -32.6% | -28.2% |
| 6M | -36.9% | +16.8% | -53.7% | -28.1% |
| YTD | +84.8% | -5.5% | +90.3% | +109.3% |
| 1Y | +99.0% | -5.3% | +104.2% | +124.9% |
| All | +99.0% | -6.0% | +105.0% | +124.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling