+227.4%
SIMO vs ALK
+21.9%
+205.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +4.3% |
| 7D | -8.2% | +8.9% | -17.1% | -9.8% |
| 30D | -34.6% | +5.9% | -40.6% | -35.5% |
| 3M | -32.6% | -16.5% | -16.1% | -30.0% |
| 6M | -31.8% | +2.1% | -33.9% | -32.7% |
| YTD | +87.6% | -17.1% | +104.7% | +91.2% |
| 1Y | +86.7% | -2.9% | +89.5% | +82.2% |
| 3Y | +227.4% | +24.5% | +203.0% | +203.9% |
| All | +227.4% | +21.9% | +205.5% | +203.9% |
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