+407.5%
SIMO vs ALLE
+217.2%
+190.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -16.0% | +0.1% | -16.1% | -16.0% |
| 30D | -35.8% | +25.9% | -61.7% | -40.7% |
| 3M | -26.5% | +14.9% | -41.4% | -30.3% |
| 6M | -33.0% | +42.1% | -75.1% | -41.5% |
| YTD | +84.3% | +20.4% | +64.0% | +69.5% |
| 1Y | +82.0% | +14.9% | +67.1% | +70.4% |
| 3Y | +218.5% | +90.1% | +128.4% | +143.2% |
| 5Y | +175.0% | +53.0% | +122.0% | +122.8% |
| 10Y | +407.5% | +208.8% | +198.7% | +189.6% |
| All | +407.5% | +217.2% | +190.3% | +189.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling