+156.7%
SIMO vs ALK
-34.8%
+191.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.5% | +4.0% |
| 7D | -22.0% | +9.0% | -31.0% | -23.8% |
| 30D | -43.0% | -1.6% | -41.4% | -43.1% |
| 3M | -39.1% | -23.2% | -16.0% | -35.6% |
| 6M | -33.3% | -3.9% | -29.4% | -33.6% |
| YTD | +77.0% | -22.6% | +99.6% | +82.9% |
| 1Y | +73.0% | -5.3% | +78.3% | +69.2% |
| 3Y | +215.7% | +18.6% | +197.1% | +180.2% |
| All | +156.7% | -34.8% | +191.5% | +166.9% |
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