+408.0%
SIMO vs ALK
-37.5%
+445.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +4.1% |
| 7D | -8.5% | +8.9% | -17.4% | -10.3% |
| 30D | -34.8% | +5.9% | -40.8% | -36.0% |
| 3M | -32.8% | -16.5% | -16.3% | -30.5% |
| 6M | -32.0% | +2.1% | -34.1% | -33.3% |
| YTD | +87.0% | -17.1% | +104.1% | +89.9% |
| 1Y | +86.1% | -2.9% | +88.9% | +81.7% |
| 3Y | +226.4% | +24.5% | +201.9% | +191.4% |
| 5Y | +172.1% | -29.1% | +201.3% | +170.2% |
| 10Y | +408.0% | -39.1% | +447.1% | +411.2% |
| All | +408.0% | -37.5% | +445.5% | +411.2% |
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