+515.5%
SIMO vs ALK
-34.2%
+549.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.4% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | +4.1% | -19.2% | +23.3% | +9.0% |
| 3M | -12.9% | -1.5% | -11.4% | -13.0% |
| 6M | +110.3% | -13.1% | +123.4% | +113.7% |
| YTD | +178.6% | -16.4% | +195.0% | +183.9% |
| 1Y | +220.0% | -33.1% | +253.1% | +241.7% |
| 3Y | +409.0% | +0.6% | +408.4% | +379.6% |
| 5Y | +277.3% | -26.4% | +303.7% | +272.9% |
| All | +515.5% | -34.2% | +549.7% | +507.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling