+82.0%
SIMO vs ALK
-5.3%
+87.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -16.0% | +12.9% | -29.0% | -17.1% |
| 30D | -35.8% | +5.5% | -41.3% | -35.7% |
| 3M | -26.5% | -12.1% | -14.4% | -24.4% |
| 6M | -33.0% | +1.7% | -34.7% | -32.5% |
| YTD | +84.3% | -17.4% | +101.8% | +85.7% |
| 1Y | +82.0% | -1.9% | +83.9% | +69.6% |
| All | +82.0% | -5.3% | +87.2% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling