+100.5%
SIMO vs ALLE
+18.6%
+81.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.8% | -11.4% | -8.9% |
| 7D | -16.9% | +6.7% | -23.5% | -14.9% |
| 30D | -35.4% | +25.4% | -60.8% | -29.9% |
| 3M | -31.9% | +16.9% | -48.8% | -26.9% |
| 6M | -19.3% | +46.6% | -65.9% | -10.9% |
| YTD | +98.5% | +22.4% | +76.1% | +126.3% |
| 1Y | +100.5% | +17.7% | +82.8% | +135.2% |
| All | +100.5% | +18.6% | +81.9% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling