+173.0%
SIMO vs ALK
-29.1%
+202.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +4.1% |
| 7D | -8.2% | +8.9% | -17.1% | -10.0% |
| 30D | -34.6% | +5.9% | -40.6% | -35.7% |
| 3M | -32.6% | -16.5% | -16.1% | -30.0% |
| 6M | -31.8% | +2.1% | -33.9% | -33.0% |
| YTD | +87.6% | -17.1% | +104.7% | +91.0% |
| 1Y | +86.7% | -2.9% | +89.5% | +82.0% |
| 3Y | +227.4% | +24.5% | +203.0% | +187.9% |
| 5Y | +173.0% | -29.1% | +202.1% | +180.2% |
| All | +173.0% | -29.1% | +202.1% | +180.2% |
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