+384.8%
SIMO vs ALLE
+222.4%
+162.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | -22.0% | -0.6% | -21.4% | -21.9% |
| 30D | -43.0% | +25.3% | -68.4% | -47.5% |
| 3M | -39.1% | +10.3% | -49.4% | -41.5% |
| 6M | -33.3% | +38.0% | -71.3% | -41.2% |
| YTD | +77.0% | +17.8% | +59.2% | +63.8% |
| 1Y | +73.0% | +13.6% | +59.4% | +62.3% |
| 3Y | +215.7% | +89.2% | +126.5% | +141.3% |
| 5Y | +155.6% | +51.1% | +104.6% | +107.7% |
| All | +384.8% | +222.4% | +162.3% | +175.6% |
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