+415.5%
SIMO vs ALK
+2.1%
+413.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.9% |
| 3M | -12.9% | -1.5% | -11.4% | -13.0% |
| 6M | +110.3% | -13.1% | +123.4% | +113.8% |
| YTD | +178.6% | -16.4% | +195.0% | +183.7% |
| 1Y | +220.0% | -33.1% | +253.1% | +242.3% |
| All | +415.5% | +2.1% | +413.4% | +405.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling