+3,365.1%
SIMO vs ALK
+513.1%
+2,851.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.3% |
| 7D | +4.2% | -0.7% | +4.9% | +4.5% |
| 30D | +4.1% | -19.2% | +23.3% | +10.1% |
| 3M | -12.9% | -1.5% | -11.4% | -13.1% |
| 6M | +110.3% | -13.1% | +123.4% | +114.2% |
| YTD | +178.6% | -16.4% | +195.0% | +184.7% |
| 1Y | +220.0% | -33.1% | +253.1% | +245.8% |
| 3Y | +409.0% | +0.6% | +408.4% | +371.7% |
| 5Y | +277.3% | -26.4% | +303.7% | +270.8% |
| 10Y | +506.6% | -34.2% | +540.8% | +447.1% |
| All | +3,365.1% | +513.1% | +2,851.9% | +1,353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling