+415.5%
SIMO vs ALC
-13.3%
+428.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.2% | +10.9% | +8.9% |
| 7D | +4.2% | -2.1% | +6.3% | +4.4% |
| 30D | +4.1% | -0.1% | +4.2% | +3.8% |
| 3M | -12.9% | +5.9% | -18.8% | -14.2% |
| 6M | +110.3% | -15.9% | +126.3% | +121.3% |
| YTD | +178.6% | -10.1% | +188.7% | +185.3% |
| 1Y | +220.0% | -10.2% | +230.2% | +227.4% |
| All | +415.5% | -13.3% | +428.8% | +446.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling