+189.8%
SIMO vs ALC
-10.6%
+200.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.2% | +10.8% | +8.9% |
| 7D | +0.9% | -6.3% | +7.2% | +1.6% |
| 30D | -25.4% | +12.6% | -38.0% | -26.9% |
| 3M | -17.8% | -3.8% | -13.9% | -17.3% |
| 6M | -29.6% | +16.8% | -46.4% | -33.0% |
| YTD | +100.3% | -7.6% | +107.9% | +102.7% |
| 1Y | +100.4% | -5.9% | +106.2% | +101.2% |
| 3Y | +246.1% | +0.6% | +245.5% | +237.1% |
| 5Y | +189.8% | -9.5% | +199.3% | +207.3% |
| All | +189.8% | -10.6% | +200.4% | +207.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling