+170.0%
SIMO vs ALK
-31.3%
+201.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.3% |
| 7D | +4.1% | -1.2% | +5.3% | +4.4% |
| 30D | -24.0% | +7.7% | -31.7% | -25.7% |
| 3M | -31.8% | -19.0% | -12.8% | -28.8% |
| 6M | -36.9% | -0.2% | -36.7% | -37.7% |
| YTD | +84.8% | -23.5% | +108.3% | +91.5% |
| 1Y | +99.0% | -9.1% | +108.1% | +96.7% |
| 3Y | +217.9% | +12.0% | +205.9% | +186.4% |
| All | +170.0% | -31.3% | +201.3% | +175.9% |
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 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