+145.4%
SIMO vs ALK
-33.9%
+179.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.2% | -11.1% | -13.7% |
| 7D | -31.4% | +7.1% | -38.4% | -32.7% |
| 30D | -45.2% | -3.0% | -42.2% | -45.0% |
| 3M | -36.5% | -25.6% | -10.9% | -32.4% |
| 6M | -34.2% | +0.5% | -34.7% | -35.2% |
| YTD | +69.9% | -23.1% | +93.0% | +75.8% |
| 1Y | +60.4% | -7.5% | +68.0% | +57.8% |
| 3Y | +203.1% | +15.3% | +187.8% | +170.9% |
| 5Y | +145.4% | -34.8% | +180.2% | +155.5% |
| All | +145.4% | -33.9% | +179.3% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling