+663.1%
SIMO vs ALC
+24.0%
+639.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.2% | +10.9% | +9.3% |
| 7D | +4.2% | -2.1% | +6.3% | +4.8% |
| 30D | +4.1% | -0.1% | +4.2% | +3.6% |
| 3M | -12.9% | +5.9% | -18.8% | -15.5% |
| 6M | +110.3% | -15.9% | +126.3% | +119.9% |
| YTD | +178.6% | -10.1% | +188.7% | +182.9% |
| 1Y | +220.0% | -10.2% | +230.2% | +224.7% |
| 3Y | +409.0% | -13.6% | +422.6% | +416.7% |
| 5Y | +277.3% | -15.1% | +292.5% | +281.1% |
| All | +663.1% | +24.0% | +639.1% | +518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling