+384.8%
SIMO vs ALC
+31.8%
+353.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.7% |
| 7D | -22.0% | +4.9% | -26.9% | -23.2% |
| 30D | -43.0% | +19.0% | -62.0% | -46.0% |
| 3M | -39.1% | +7.8% | -46.9% | -41.1% |
| 6M | -33.3% | +14.6% | -47.9% | -37.4% |
| YTD | +77.0% | -4.4% | +81.4% | +75.6% |
| 1Y | +73.0% | +1.4% | +71.6% | +67.2% |
| 3Y | +215.7% | +2.5% | +213.2% | +199.2% |
| 5Y | +155.6% | -10.9% | +166.5% | +153.9% |
| All | +384.8% | +31.8% | +353.0% | +284.0% |
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